+76.5%
TXN vs TSCO
-19.8%
+96.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.1% |
| 7D | +4.0% | -5.7% | +9.6% | +5.2% |
| 30D | -2.9% | -8.8% | +5.9% | -1.0% |
| 3M | -9.1% | +6.3% | -15.4% | -10.8% |
| 6M | +36.6% | -32.3% | +68.9% | +54.6% |
| YTD | +57.5% | -32.7% | +90.2% | +77.4% |
| 1Y | +49.5% | -43.7% | +93.2% | +80.1% |
| 3Y | +76.5% | -19.7% | +96.2% | +85.5% |
| All | +76.5% | -19.8% | +96.4% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling