-41.3%
TSCO vs ADVB
+2.9%
-44.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.4% |
| 7D | -3.1% | -5.9% | +2.7% | -3.2% |
| 30D | -4.4% | +13.9% | -18.3% | -4.3% |
| 3M | +9.7% | +127.3% | -117.6% | +11.1% |
| 6M | -32.4% | +77.0% | -109.4% | -31.0% |
| YTD | -31.7% | +51.5% | -83.2% | -30.0% |
| 1Y | -41.3% | -11.3% | -29.9% | -40.1% |
| All | -41.3% | +2.9% | -44.2% | -40.1% |
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