+51.0%
TSCO vs ACI
+21.8%
+29.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.4% |
| 7D | +1.7% | -2.6% | +4.2% | +2.1% |
| 30D | +2.8% | +1.1% | +1.7% | +2.6% |
| 3M | +17.9% | -23.6% | +41.5% | +22.7% |
| 6M | -28.6% | -29.9% | +1.4% | -24.6% |
| YTD | -28.0% | -26.9% | -1.2% | -24.8% |
| 1Y | -39.9% | -34.2% | -5.6% | -35.8% |
| 3Y | -14.0% | -43.6% | +29.6% | -5.8% |
| 5Y | -2.9% | -42.4% | +39.5% | +3.8% |
| All | +51.0% | +21.8% | +29.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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