-19.7%
TSCO vs TXG
+43.8%
-63.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.9% | -1.8% |
| 7D | -5.7% | +9.5% | -15.1% | -6.4% |
| 30D | -8.8% | +18.8% | -27.5% | -10.2% |
| 3M | +6.3% | +136.1% | -129.8% | -2.2% |
| 6M | -32.3% | +235.2% | -267.5% | -40.0% |
| YTD | -32.7% | +320.5% | -353.2% | -42.0% |
| 1Y | -43.7% | +425.2% | -468.9% | -52.9% |
| 3Y | -19.7% | +42.9% | -62.6% | -23.5% |
| All | -19.7% | +43.8% | -63.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling