-43.7%
TSCO vs JBL
+47.2%
-90.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.6% | -1.5% |
| 7D | -5.7% | +2.4% | -8.1% | -5.6% |
| 30D | -8.8% | -13.1% | +4.4% | -8.7% |
| 3M | +6.3% | -15.6% | +21.9% | +6.4% |
| 6M | -32.3% | +24.6% | -56.8% | -33.7% |
| YTD | -32.7% | +39.6% | -72.3% | -35.0% |
| 1Y | -43.7% | +48.6% | -92.3% | -46.5% |
| All | -43.7% | +47.2% | -90.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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