-17.3%
TSCO vs ADM
+20.9%
-38.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.9% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | -1.1% | +8.2% | -9.3% | -2.1% |
| 3M | +14.3% | +8.7% | +5.6% | +12.8% |
| 6M | -31.9% | +29.1% | -61.0% | -34.9% |
| YTD | -30.7% | +53.7% | -84.3% | -36.0% |
| 1Y | -41.1% | +43.2% | -84.3% | -45.0% |
| All | -17.3% | +20.9% | -38.2% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling