+181.2%
TSCO vs ACM
+134.0%
+47.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.7% | -4.6% | -1.1% | -4.3% |
| 30D | -8.8% | +4.1% | -12.8% | -10.0% |
| 3M | +6.3% | -8.3% | +14.6% | +8.2% |
| 6M | -32.3% | -30.1% | -2.2% | -25.1% |
| YTD | -32.7% | -32.6% | -0.1% | -25.4% |
| 1Y | -43.7% | -49.6% | +5.9% | -31.3% |
| 3Y | -19.7% | -23.0% | +3.4% | -16.1% |
| 5Y | -11.6% | +2.0% | -13.6% | -16.5% |
| All | +181.2% | +134.0% | +47.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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