+25.0%
TSCO vs JAAA
+29.3%
-4.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -1.1% | +0.5% | -1.6% | -1.7% |
| 3M | +14.3% | +1.2% | +13.0% | +12.6% |
| 6M | -31.9% | +2.7% | -34.6% | -34.0% |
| YTD | -30.7% | +3.2% | -33.9% | -33.2% |
| 1Y | -41.1% | +4.8% | -45.9% | -44.2% |
| 3Y | -17.1% | +19.0% | -36.1% | -29.9% |
| 5Y | -7.5% | +26.8% | -34.3% | -25.6% |
| All | +25.0% | +29.3% | -4.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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