-25.9%
ADBE vs TSCO
-28.6%
+2.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.3% | 0.0% |
| 7D | -0.5% | +15.7% | -16.2% | -3.8% |
| 30D | +4.1% | +16.4% | -12.4% | +0.7% |
| 3M | -3.5% | +11.2% | -14.7% | -5.9% |
| 6M | -2.2% | +14.9% | -17.1% | -5.5% |
| YTD | -29.0% | -25.4% | -3.6% | -27.2% |
| 1Y | -25.9% | -29.4% | +3.5% | -23.5% |
| All | -25.9% | -28.6% | +2.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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