+51,830.1%
TSCO vs ADP
+5,490.1%
+46,340.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | +11.3% | +10.6% | +0.8% | +7.3% |
| 3M | +1.5% | +12.9% | -11.4% | -3.1% |
| 6M | +24.0% | +50.6% | -26.7% | +5.9% |
| YTD | -25.7% | +23.2% | -48.9% | -32.0% |
| 1Y | -33.6% | +25.3% | -58.8% | -39.6% |
| 3Y | -1.5% | +47.1% | -48.7% | -16.0% |
| 5Y | -9.6% | +50.1% | -59.7% | -24.0% |
| 10Y | +200.8% | +323.6% | -122.9% | +69.6% |
| All | +51,830.1% | +5,490.1% | +46,340.0% | +33,886.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling