-10.4%
TSCO vs JBL
+409.3%
-419.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.6% | -2.3% |
| 7D | -5.7% | +2.4% | -8.1% | -6.0% |
| 30D | -8.8% | -13.1% | +4.4% | -6.9% |
| 3M | +6.3% | -15.6% | +21.9% | +8.7% |
| 6M | -32.3% | +24.6% | -56.8% | -36.1% |
| YTD | -32.7% | +39.6% | -72.3% | -38.2% |
| 1Y | -43.7% | +48.6% | -92.3% | -49.3% |
| 3Y | -19.7% | +197.3% | -216.9% | -41.6% |
| All | -10.4% | +409.3% | -419.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling