-55.9%
ADBE vs TSCO
-18.6%
-37.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -12.9% | -3.1% | -9.8% | -12.3% |
| 30D | -5.6% | -4.4% | -1.3% | -4.8% |
| 3M | +6.6% | +9.7% | -3.1% | +4.2% |
| 6M | -9.6% | -32.4% | +22.8% | -2.1% |
| YTD | -28.9% | -31.7% | +2.8% | -23.5% |
| 1Y | -28.9% | -41.3% | +12.3% | -20.7% |
| All | -55.9% | -18.6% | -37.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling