-17.3%
TSCO vs ADP
+13.6%
-30.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -2.5% | -5.7% | +3.2% | -0.5% |
| 30D | -1.1% | -3.1% | +2.0% | -0.1% |
| 3M | +14.3% | +15.6% | -1.3% | +8.3% |
| 6M | -31.9% | +20.8% | -52.7% | -36.3% |
| YTD | -30.7% | +4.7% | -35.4% | -30.9% |
| 1Y | -41.1% | -8.3% | -32.8% | -37.5% |
| All | -17.3% | +13.6% | -30.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling