+19,851.8%
TSCO vs IJH
+1,054.0%
+18,797.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -5.7% | -1.9% | -3.8% | -4.3% |
| 30D | -8.8% | -4.6% | -4.1% | -5.5% |
| 3M | +6.3% | -1.2% | +7.5% | +7.2% |
| 6M | -32.3% | +9.4% | -41.7% | -37.0% |
| YTD | -32.7% | +13.3% | -46.0% | -39.1% |
| 1Y | -43.7% | +13.4% | -57.1% | -49.2% |
| 3Y | -19.7% | +50.4% | -70.1% | -42.3% |
| 5Y | -11.6% | +49.0% | -60.6% | -36.8% |
| 10Y | +184.1% | +182.6% | +1.5% | +15.7% |
| All | +19,851.8% | +1,054.0% | +18,797.8% | +2,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling