+181.2%
TSCO vs ADP
+283.8%
-102.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -5.7% | -3.4% | -2.3% | -4.3% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +6.3% | +19.7% | -13.4% | -2.2% |
| 6M | -32.3% | +27.9% | -60.2% | -39.8% |
| YTD | -32.7% | +5.9% | -38.6% | -35.1% |
| 1Y | -43.7% | -7.5% | -36.2% | -42.2% |
| 3Y | -19.7% | +15.4% | -35.1% | -26.1% |
| 5Y | -11.6% | +48.4% | -60.0% | -28.1% |
| All | +181.2% | +283.8% | -102.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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