+49,750.0%
TSCO vs ADP
+4,875.5%
+44,874.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | +0.8% | -3.4% | +4.2% | +2.1% |
| 30D | +5.5% | +2.8% | +2.7% | +4.3% |
| 3M | +20.0% | +20.9% | -1.0% | +11.3% |
| 6M | -29.8% | +29.9% | -59.7% | -36.8% |
| YTD | -28.7% | +9.6% | -38.3% | -31.8% |
| 1Y | -40.9% | -5.3% | -35.6% | -40.4% |
| 3Y | -15.9% | +16.5% | -32.4% | -21.9% |
| 5Y | -3.5% | +49.4% | -52.9% | -18.7% |
| 10Y | +142.2% | +282.2% | -140.0% | +41.9% |
| All | +49,750.0% | +4,875.5% | +44,874.5% | +33,980.5% |
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