-29.4%
TSCO vs ADM
+29.8%
-59.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | +15.7% | -8.3% | +24.0% | +15.0% |
| 30D | +16.4% | -14.1% | +30.5% | +15.1% |
| 3M | +11.2% | -10.7% | +22.0% | +10.4% |
| 6M | +14.9% | -5.9% | +20.8% | +13.5% |
| YTD | -25.4% | +25.8% | -51.2% | -28.8% |
| 1Y | -29.4% | +21.3% | -50.7% | -32.5% |
| All | -29.4% | +29.8% | -59.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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