+49.5%
TXN vs TSCO
-42.3%
+91.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +3.8% |
| 7D | +4.0% | -5.7% | +9.6% | +3.9% |
| 30D | -2.9% | -8.8% | +5.9% | -2.9% |
| 3M | -9.1% | +6.3% | -15.4% | -9.2% |
| 6M | +36.6% | -32.3% | +68.9% | +52.1% |
| YTD | +57.5% | -32.7% | +90.2% | +71.7% |
| 1Y | +49.5% | -43.7% | +93.2% | +75.5% |
| All | +49.5% | -42.3% | +91.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling