+48,339.6%
TSCO vs JCI
+2,132.8%
+46,206.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -2.5% | +4.1% | -6.5% | -3.3% |
| 30D | -1.1% | -3.8% | +2.7% | -0.3% |
| 3M | +14.3% | -1.6% | +15.9% | +14.3% |
| 6M | -31.9% | +9.5% | -41.4% | -33.8% |
| YTD | -30.7% | +21.7% | -52.4% | -34.4% |
| 1Y | -41.1% | +37.1% | -78.2% | -45.8% |
| 3Y | -17.1% | +165.2% | -182.3% | -35.3% |
| 5Y | -7.5% | +110.3% | -117.8% | -24.6% |
| 10Y | +192.6% | +341.0% | -148.4% | +98.3% |
| All | +48,339.6% | +2,132.8% | +46,206.8% | +26,815.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling