-40.9%
TSCO vs IJR
+25.5%
-66.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.9% |
| 7D | +0.8% | -0.2% | +0.9% | +0.9% |
| 30D | +5.5% | -2.4% | +7.9% | +6.8% |
| 3M | +20.0% | +3.9% | +16.0% | +17.5% |
| 6M | -29.8% | +12.4% | -42.2% | -34.1% |
| YTD | -28.7% | +21.5% | -50.2% | -36.1% |
| 1Y | -40.9% | +24.0% | -64.9% | -47.8% |
| All | -40.9% | +25.5% | -66.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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