+50,177.5%
TSCO vs TXT
+693.6%
+49,483.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +2.8% | -11.1% | +13.9% | +6.1% |
| 3M | +17.9% | -13.0% | +30.9% | +22.1% |
| 6M | -28.6% | -16.2% | -12.4% | -25.3% |
| YTD | -28.0% | -8.7% | -19.3% | -26.7% |
| 1Y | -39.9% | -3.8% | -36.1% | -39.7% |
| 3Y | -14.0% | +5.5% | -19.5% | -16.6% |
| 5Y | -2.9% | +12.3% | -15.2% | -8.2% |
| 10Y | +199.5% | +97.4% | +102.1% | +127.4% |
| All | +50,177.5% | +693.6% | +49,483.8% | +27,402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TXT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling