+151.4%
ADBE vs TSCO
+185.7%
-34.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | -5.4% | -5.7% | +0.3% | -3.3% |
| 30D | -2.5% | -8.8% | +6.2% | +0.8% |
| 3M | +15.3% | +6.3% | +9.0% | +12.2% |
| 6M | -7.8% | -32.3% | +24.4% | +5.8% |
| YTD | -27.9% | -32.7% | +4.8% | -17.5% |
| 1Y | -28.0% | -43.7% | +15.6% | -11.7% |
| 3Y | -55.3% | -19.7% | -35.7% | -54.2% |
| 5Y | -61.7% | -11.6% | -50.1% | -63.0% |
| All | +151.4% | +185.7% | -34.3% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling