+5,542.4%
JNJ vs TSCO
+46,929.1%
-41,386.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -3.5% | -5.7% | +2.2% | -3.2% |
| 30D | +2.3% | -8.8% | +11.1% | +2.7% |
| 3M | +12.0% | +6.3% | +5.7% | +11.6% |
| 6M | +10.5% | -32.3% | +42.7% | +12.3% |
| YTD | +30.4% | -32.7% | +63.1% | +32.6% |
| 1Y | +52.1% | -43.7% | +95.8% | +55.9% |
| 3Y | +77.8% | -19.7% | +97.5% | +78.9% |
| 5Y | +82.9% | -11.6% | +94.5% | +82.7% |
| 10Y | +194.8% | +184.1% | +10.7% | +179.6% |
| All | +5,542.4% | +46,929.1% | -41,386.8% | +4,760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling