-33.6%
TSCO vs JD
-8.1%
-25.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | +11.3% | +4.6% | +6.7% | +10.6% |
| 3M | +1.5% | -4.7% | +6.2% | +1.3% |
| 6M | +24.0% | -17.4% | +41.3% | +25.9% |
| YTD | -25.7% | +0.7% | -26.4% | -27.1% |
| 1Y | -33.6% | -5.9% | -27.7% | -34.1% |
| All | -33.6% | -8.1% | -25.5% | -34.1% |
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