+89.7%
TSCO vs TXG
+22.9%
+66.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.3% |
| 7D | -3.1% | +5.0% | -8.1% | -3.6% |
| 30D | -4.4% | +13.5% | -17.9% | -5.8% |
| 3M | +9.7% | +128.0% | -118.3% | -0.5% |
| 6M | -32.4% | +224.4% | -256.8% | -41.5% |
| YTD | -31.7% | +307.0% | -338.6% | -42.6% |
| 1Y | -41.3% | +427.2% | -468.5% | -52.5% |
| 3Y | -18.3% | +40.2% | -58.5% | -26.0% |
| 5Y | -10.3% | -64.0% | +53.8% | -11.2% |
| All | +89.7% | +22.9% | +66.8% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling