+230.9%
TSCO vs JD
+48.3%
+182.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.9% |
| 7D | +0.8% | -1.7% | +2.4% | +0.9% |
| 30D | +5.5% | -13.2% | +18.6% | +6.8% |
| 3M | +20.0% | -3.2% | +23.1% | +20.2% |
| 6M | -29.8% | +15.2% | -45.0% | -31.0% |
| YTD | -28.7% | +2.0% | -30.6% | -29.0% |
| 1Y | -40.9% | -5.4% | -35.5% | -40.9% |
| 3Y | -15.9% | -9.1% | -6.8% | -17.4% |
| 5Y | -3.5% | -59.6% | +56.1% | -0.2% |
| 10Y | +142.2% | +26.2% | +116.0% | +102.0% |
| All | +230.9% | +48.3% | +182.6% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling