+16,046.1%
TSCO vs ACGL
+4,943.5%
+11,102.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | +8.7% | +12.8% | -4.1% | +6.1% |
| 3M | +1.2% | +12.3% | -11.0% | -1.1% |
| 6M | +21.6% | +15.8% | +5.7% | +17.8% |
| YTD | -25.3% | +13.9% | -39.2% | -27.4% |
| 1Y | -33.0% | +19.0% | -52.0% | -35.5% |
| 3Y | -2.3% | +33.7% | -35.9% | -8.8% |
| 5Y | -9.2% | +173.4% | -182.6% | -27.2% |
| 10Y | +202.2% | +324.9% | -122.6% | +117.0% |
| All | +16,046.1% | +4,943.5% | +11,102.5% | +9,145.5% |
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 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