+50,177.5%
TSCO vs ADM
+1,288.1%
+48,889.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +2.8% | +11.0% | -8.2% | +0.5% |
| 3M | +17.9% | +6.0% | +11.9% | +16.1% |
| 6M | -28.6% | +26.9% | -55.5% | -32.5% |
| YTD | -28.0% | +50.0% | -78.1% | -34.4% |
| 1Y | -39.9% | +39.6% | -79.5% | -44.4% |
| 3Y | -14.0% | +18.5% | -32.5% | -19.2% |
| 5Y | -2.9% | +62.6% | -65.5% | -15.2% |
| 10Y | +199.5% | +162.4% | +37.1% | +132.7% |
| All | +50,177.5% | +1,288.1% | +48,889.4% | +38,718.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling