+192.5%
JNJ vs TSCO
+185.7%
+6.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -3.5% | -5.7% | +2.2% | -2.6% |
| 30D | +2.3% | -8.8% | +11.1% | +3.8% |
| 3M | +12.0% | +6.3% | +5.7% | +10.7% |
| 6M | +10.5% | -32.3% | +42.7% | +17.3% |
| YTD | +30.4% | -32.7% | +63.1% | +38.3% |
| 1Y | +52.1% | -43.7% | +95.8% | +66.2% |
| 3Y | +77.8% | -19.7% | +97.5% | +80.5% |
| 5Y | +82.9% | -11.6% | +94.5% | +80.0% |
| All | +192.5% | +185.7% | +6.8% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling