+181.2%
TSCO vs JD
+20.6%
+160.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -5.7% | -4.2% | -1.4% | -5.3% |
| 30D | -8.8% | -14.4% | +5.6% | -7.5% |
| 3M | +6.3% | -3.6% | +9.9% | +6.6% |
| 6M | -32.3% | -0.3% | -32.0% | -32.4% |
| YTD | -32.7% | -2.4% | -30.3% | -32.8% |
| 1Y | -43.7% | -18.5% | -25.1% | -42.9% |
| 3Y | -19.7% | -7.0% | -12.6% | -21.1% |
| 5Y | -11.6% | -61.7% | +50.1% | -8.0% |
| All | +181.2% | +20.6% | +160.6% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling