-10.3%
TSCO vs TXT
+10.7%
-21.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -4.4% | -10.2% | +5.9% | -0.3% |
| 3M | +9.7% | -13.3% | +23.0% | +15.6% |
| 6M | -32.4% | -14.4% | -18.1% | -28.6% |
| YTD | -31.7% | -9.1% | -22.6% | -29.8% |
| 1Y | -41.3% | -2.2% | -39.1% | -41.7% |
| 3Y | -18.3% | +5.1% | -23.4% | -23.3% |
| 5Y | -10.3% | +12.8% | -23.1% | -20.7% |
| All | -10.3% | +10.7% | -21.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling