-19.7%
TSCO vs RJF
+69.0%
-88.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -2.7% | -2.9% | -5.2% |
| 30D | -8.8% | -4.3% | -4.5% | -8.0% |
| 3M | +6.3% | +15.7% | -9.4% | +3.3% |
| 6M | -32.3% | +17.8% | -50.1% | -34.6% |
| YTD | -32.7% | +9.2% | -41.9% | -34.2% |
| 1Y | -43.7% | +2.8% | -46.5% | -44.2% |
| 3Y | -19.7% | +69.5% | -89.1% | -30.0% |
| All | -19.7% | +69.0% | -88.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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