-40.9%
TSCO vs JCI
+37.7%
-78.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +0.8% | +3.8% | -3.1% | +0.7% |
| 30D | +5.5% | -5.7% | +11.1% | +5.5% |
| 3M | +20.0% | -1.4% | +21.4% | +19.8% |
| 6M | -29.8% | +4.1% | -33.9% | -30.0% |
| YTD | -28.7% | +21.7% | -50.4% | -30.1% |
| 1Y | -40.9% | +36.1% | -77.0% | -44.2% |
| All | -40.9% | +37.7% | -78.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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