+84.2%
JNJ vs TSCO
-11.8%
+96.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.5% | -5.7% | +2.2% | -2.7% |
| 30D | +2.3% | -8.8% | +11.1% | +3.6% |
| 3M | +12.0% | +6.3% | +5.7% | +10.8% |
| 6M | +10.5% | -32.3% | +42.7% | +16.4% |
| YTD | +30.4% | -32.7% | +63.1% | +37.2% |
| 1Y | +52.1% | -43.7% | +95.8% | +64.2% |
| 3Y | +77.8% | -19.7% | +97.5% | +79.9% |
| All | +84.2% | -11.8% | +96.0% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling