-17.3%
TSCO vs JD
-8.1%
-9.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.5% |
| 7D | -2.5% | -3.0% | +0.5% | -2.3% |
| 30D | -1.1% | -19.3% | +18.2% | +0.2% |
| 3M | +14.3% | -6.0% | +20.3% | +14.6% |
| 6M | -31.9% | +1.8% | -33.7% | -32.1% |
| YTD | -30.7% | -2.6% | -28.1% | -30.7% |
| 1Y | -41.1% | -17.4% | -23.6% | -40.5% |
| All | -17.3% | -8.1% | -9.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling