-29.4%
TSCO vs JD
-9.8%
-19.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.9% |
| 7D | +15.7% | +9.0% | +6.8% | +14.7% |
| 30D | +16.4% | +5.2% | +11.2% | +15.7% |
| 3M | +11.2% | -15.9% | +27.1% | +11.6% |
| 6M | +14.9% | -7.7% | +22.6% | +14.4% |
| YTD | -25.4% | +0.1% | -25.5% | -26.5% |
| 1Y | -29.4% | -9.7% | -19.6% | -29.4% |
| All | -29.4% | -9.8% | -19.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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