-14.0%
TSCO vs ACGL
+29.4%
-43.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | +2.8% | -2.8% | +5.6% | +3.4% |
| 3M | +17.9% | +6.8% | +11.1% | +16.0% |
| 6M | -28.6% | -1.5% | -27.0% | -28.5% |
| YTD | -28.0% | -0.2% | -27.8% | -28.2% |
| 1Y | -39.9% | +5.3% | -45.1% | -40.7% |
| 3Y | -14.0% | +30.3% | -44.3% | -17.5% |
| All | -14.0% | +29.4% | -43.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling