+123.4%
ADI vs TSCO
-19.8%
+143.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.2% |
| 7D | +4.6% | -5.7% | +10.2% | +6.0% |
| 30D | -1.2% | -8.8% | +7.6% | +1.0% |
| 3M | -7.8% | +6.3% | -14.1% | -9.6% |
| 6M | +19.3% | -32.3% | +51.6% | +36.3% |
| YTD | +40.9% | -32.7% | +73.6% | +60.3% |
| 1Y | +54.5% | -43.7% | +98.2% | +88.1% |
| 3Y | +123.4% | -19.7% | +143.1% | +137.7% |
| All | +123.4% | -19.8% | +143.2% | +137.7% |
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 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