+49,750.0%
TSCO vs TXT
+689.0%
+49,061.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.8% | -4.8% | +5.6% | +2.1% |
| 30D | +5.5% | -10.6% | +16.1% | +8.6% |
| 3M | +20.0% | -13.2% | +33.1% | +24.3% |
| 6M | -29.8% | -20.3% | -9.4% | -25.6% |
| YTD | -28.7% | -9.3% | -19.4% | -27.2% |
| 1Y | -40.9% | -2.7% | -38.2% | -40.9% |
| 3Y | -15.9% | +1.4% | -17.3% | -17.6% |
| 5Y | -3.5% | +9.6% | -13.0% | -8.2% |
| 10Y | +142.2% | +94.9% | +47.3% | +84.5% |
| All | +49,750.0% | +689.0% | +49,061.1% | +27,211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling