-10.4%
TSCO vs JCI
+111.7%
-122.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | -8.8% | -4.4% | -4.3% | -7.7% |
| 3M | +6.3% | +1.7% | +4.7% | +5.5% |
| 6M | -32.3% | +8.8% | -41.1% | -34.6% |
| YTD | -32.7% | +22.6% | -55.3% | -37.7% |
| 1Y | -43.7% | +36.2% | -79.9% | -49.8% |
| 3Y | -19.7% | +168.0% | -187.7% | -45.7% |
| All | -10.4% | +111.7% | -122.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling