-17.3%
TSCO vs ACM
-22.3%
+5.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.0% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -1.1% | -12.7% | +11.5% | +1.7% |
| 3M | +14.3% | -9.8% | +24.1% | +16.3% |
| 6M | -31.9% | -31.4% | -0.5% | -25.1% |
| YTD | -30.7% | -32.1% | +1.4% | -24.4% |
| 1Y | -41.1% | -47.8% | +6.7% | -28.9% |
| All | -17.3% | -22.3% | +5.0% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling