+7,277.6%
JPM vs TSCO
+48,339.6%
-41,062.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.8% |
| 7D | -0.4% | -2.5% | +2.0% | -0.1% |
| 30D | -1.4% | -1.1% | -0.3% | -1.3% |
| 3M | +13.9% | +14.3% | -0.3% | +11.8% |
| 6M | +23.5% | -31.9% | +55.4% | +29.2% |
| YTD | +11.6% | -30.7% | +42.3% | +16.3% |
| 1Y | +21.4% | -41.1% | +62.4% | +29.0% |
| 3Y | +163.4% | -17.1% | +180.6% | +166.6% |
| 5Y | +152.5% | -7.5% | +160.1% | +150.3% |
| 10Y | +592.1% | +192.6% | +399.5% | +489.0% |
| All | +7,277.6% | +48,339.6% | -41,062.0% | +4,527.1% |
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