-7.5%
TSCO vs ADP
+43.9%
-51.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.2% |
| 7D | -2.5% | -5.7% | +3.2% | 0.0% |
| 30D | -1.1% | -3.1% | +2.0% | +0.1% |
| 3M | +14.3% | +15.6% | -1.3% | +6.5% |
| 6M | -31.9% | +20.8% | -52.7% | -37.9% |
| YTD | -30.7% | +4.7% | -35.4% | -32.3% |
| 1Y | -41.1% | -8.3% | -32.8% | -38.3% |
| 3Y | -17.1% | +13.6% | -30.7% | -23.1% |
| 5Y | -7.5% | +45.0% | -52.6% | -24.4% |
| All | -7.5% | +43.9% | -51.4% | -24.4% |
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