+185.6%
TSCO vs ACGL
+277.0%
-91.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.2% |
| 30D | -4.4% | -2.1% | -2.3% | -3.9% |
| 3M | +9.7% | +5.4% | +4.3% | +8.0% |
| 6M | -32.4% | 0.0% | -32.4% | -32.6% |
| YTD | -31.7% | +0.3% | -31.9% | -31.9% |
| 1Y | -41.3% | +6.2% | -47.5% | -42.5% |
| 3Y | -18.3% | +30.9% | -49.3% | -25.3% |
| 5Y | -10.3% | +159.8% | -170.1% | -33.0% |
| All | +185.6% | +277.0% | -91.4% | +86.2% |
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