-40.9%
TSCO vs IJH
+18.2%
-59.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.5% | -1.5% | +6.9% | +6.2% |
| 3M | +20.0% | +0.8% | +19.2% | +19.3% |
| 6M | -29.8% | +7.6% | -37.4% | -32.8% |
| YTD | -28.7% | +15.5% | -44.1% | -34.8% |
| 1Y | -40.9% | +16.9% | -57.8% | -46.7% |
| All | -40.9% | +18.2% | -59.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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