+16.1%
JPM vs TSCO
-28.6%
+44.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.8% |
| 7D | +3.8% | +15.7% | -11.9% | +2.7% |
| 30D | +6.5% | +16.4% | -10.0% | +5.3% |
| 3M | -1.0% | +11.2% | -12.2% | -1.9% |
| 6M | +15.5% | +14.9% | +0.6% | +14.3% |
| YTD | +11.4% | -25.4% | +36.8% | +11.4% |
| 1Y | +16.1% | -29.4% | +45.4% | +18.4% |
| All | +16.1% | -28.6% | +44.7% | +18.4% |
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