+203.2%
TSCO vs ACGL
+329.5%
-126.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | +9.8% | +12.4% | -2.5% | +6.5% |
| 3M | +4.8% | +11.1% | -6.3% | +1.9% |
| 6M | +23.3% | +16.3% | +6.9% | +18.2% |
| YTD | -25.1% | +13.8% | -38.9% | -27.8% |
| 1Y | -32.7% | +20.4% | -53.2% | -36.2% |
| 3Y | -2.0% | +33.6% | -35.5% | -10.5% |
| 5Y | -7.8% | +176.8% | -184.7% | -32.2% |
| 10Y | +203.2% | +324.6% | -121.4% | +101.7% |
| All | +203.2% | +329.5% | -126.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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