-30.8%
TSCO vs ADVB
-73.6%
+42.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | +0.3% |
| 7D | +6.8% | -4.1% | +10.9% | +6.8% |
| 30D | +11.3% | -60.3% | +71.5% | +10.9% |
| 3M | +9.1% | -73.3% | +82.4% | +8.6% |
| 6M | +24.2% | -65.9% | +90.1% | +24.1% |
| YTD | -23.5% | -63.9% | +40.3% | -21.7% |
| 1Y | -30.8% | -74.1% | +43.4% | -27.2% |
| All | -30.8% | -73.6% | +42.9% | -27.2% |
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