-29.4%
TSCO vs ADVB
-76.7%
+47.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.8% | +4.2% |
| 7D | +15.7% | -29.5% | +45.3% | +15.5% |
| 30D | +16.4% | -66.9% | +83.3% | +15.9% |
| 3M | +11.2% | -73.7% | +84.9% | +10.6% |
| 6M | +14.9% | -64.8% | +79.7% | +15.1% |
| YTD | -25.4% | -64.0% | +38.6% | -23.5% |
| 1Y | -29.4% | -77.0% | +47.6% | -25.8% |
| All | -29.4% | -76.7% | +47.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling