-35.7%
TSCO vs ADVB
-89.4%
+53.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.7% | -3.7% |
| 7D | -2.5% | -13.0% | +10.5% | -2.5% |
| 30D | -1.1% | +7.5% | -8.6% | -1.1% |
| 3M | +14.3% | +129.1% | -114.8% | +14.2% |
| 6M | -31.9% | +71.7% | -103.6% | -31.7% |
| YTD | -30.7% | +45.5% | -76.2% | -30.3% |
| 1Y | -41.1% | -2.7% | -38.3% | -40.5% |
| All | -35.7% | -89.4% | +53.7% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling