+6,854.0%
TSCO vs JBLU
-60.4%
+6,914.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -5.0% | -0.7% | -4.8% |
| 30D | -8.8% | -23.9% | +15.1% | -4.4% |
| 3M | +6.3% | -11.6% | +18.0% | +7.8% |
| 6M | -32.3% | -0.2% | -32.0% | -33.5% |
| YTD | -32.7% | -3.3% | -29.4% | -34.1% |
| 1Y | -43.7% | -15.4% | -28.3% | -43.8% |
| 3Y | -19.7% | -14.7% | -4.9% | -27.7% |
| 5Y | -11.6% | -70.0% | +58.4% | -6.0% |
| 10Y | +184.1% | -72.9% | +257.0% | +173.7% |
| All | +6,854.0% | -60.4% | +6,914.5% | +4,401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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