+651.5%
ADI vs TSCO
+185.7%
+465.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.4% |
| 7D | +4.6% | -5.7% | +10.2% | +6.5% |
| 30D | -1.2% | -8.8% | +7.6% | +1.7% |
| 3M | -7.8% | +6.3% | -14.1% | -10.2% |
| 6M | +19.3% | -32.3% | +51.6% | +35.3% |
| YTD | +40.9% | -32.7% | +73.6% | +59.4% |
| 1Y | +54.5% | -43.7% | +98.2% | +86.4% |
| 3Y | +123.4% | -19.7% | +143.1% | +132.5% |
| 5Y | +142.3% | -11.6% | +153.9% | +139.1% |
| All | +651.5% | +185.7% | +465.7% | +427.7% |
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