+15,323.2%
TSCO vs ACGL
+4,429.2%
+10,894.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.5% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +5.5% | -1.0% | +6.5% | +5.6% |
| 3M | +20.0% | +11.0% | +8.9% | +17.3% |
| 6M | -29.8% | -0.3% | -29.5% | -29.9% |
| YTD | -28.7% | +2.3% | -30.9% | -29.2% |
| 1Y | -40.9% | +6.4% | -47.3% | -41.8% |
| 3Y | -15.9% | +34.0% | -49.9% | -21.7% |
| 5Y | -3.5% | +161.6% | -165.1% | -22.0% |
| 10Y | +142.2% | +278.6% | -136.4% | +78.0% |
| All | +15,323.2% | +4,429.2% | +10,894.0% | +8,924.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling