+47,655.7%
TSCO vs JBL
+40,884.7%
+6,771.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.1% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -4.4% | -15.1% | +10.7% | -2.5% |
| 3M | +9.7% | -14.0% | +23.7% | +11.4% |
| 6M | -32.4% | +20.6% | -53.0% | -34.7% |
| YTD | -31.7% | +32.9% | -64.6% | -35.0% |
| 1Y | -41.3% | +40.5% | -81.8% | -44.7% |
| 3Y | -18.3% | +183.7% | -202.1% | -31.1% |
| 5Y | -10.3% | +388.3% | -398.6% | -29.9% |
| 10Y | +188.5% | +1,464.9% | -1,276.5% | +91.2% |
| All | +47,655.7% | +40,884.7% | +6,771.0% | +26,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling