-10.3%
TSCO vs ADP
+49.5%
-59.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +11.3% | +10.6% | +0.8% | +6.4% |
| 3M | +1.5% | +12.9% | -11.4% | -4.1% |
| 6M | +24.0% | +50.6% | -26.7% | +2.4% |
| YTD | -25.7% | +23.2% | -48.9% | -32.5% |
| 1Y | -33.6% | +25.3% | -58.8% | -40.2% |
| 3Y | -1.5% | +47.1% | -48.7% | -19.2% |
| All | -10.3% | +49.5% | -59.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling