-29.4%
TSCO vs IJR
+24.2%
-53.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.4% |
| 7D | +15.7% | +2.3% | +13.5% | +14.2% |
| 30D | +16.4% | +2.8% | +13.6% | +14.5% |
| 3M | +11.2% | -4.6% | +15.8% | +14.0% |
| 6M | +14.9% | +5.7% | +9.3% | +11.1% |
| YTD | -25.4% | +19.9% | -45.3% | -33.3% |
| 1Y | -29.4% | +24.2% | -53.6% | -38.6% |
| All | -29.4% | +24.2% | -53.6% | -38.6% |
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