-10.4%
TSCO vs IJR
+39.9%
-50.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.9% |
| 7D | -5.7% | -2.2% | -3.5% | -4.4% |
| 30D | -8.8% | -4.6% | -4.2% | -6.1% |
| 3M | +6.3% | +0.2% | +6.1% | +6.2% |
| 6M | -32.3% | +14.7% | -47.0% | -37.9% |
| YTD | -32.7% | +18.9% | -51.6% | -39.8% |
| 1Y | -43.7% | +19.9% | -63.6% | -50.0% |
| 3Y | -19.7% | +53.0% | -72.7% | -40.6% |
| All | -10.4% | +39.9% | -50.3% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling