-33.8%
TSCO vs ADVB
-88.3%
+54.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +0.8% | -3.8% | +4.5% | +0.8% |
| 30D | +5.5% | +17.6% | -12.1% | +5.4% |
| 3M | +20.0% | +119.1% | -99.2% | +19.9% |
| 6M | -29.8% | +103.4% | -133.2% | -29.7% |
| YTD | -28.7% | +59.8% | -88.5% | -28.3% |
| 1Y | -40.9% | +8.5% | -49.5% | -40.4% |
| All | -33.8% | -88.3% | +54.5% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling