+1,611.8%
TSCO vs ACM
+228.1%
+1,383.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +2.8% | -12.9% | +15.7% | +6.8% |
| 3M | +17.9% | -6.4% | +24.3% | +19.3% |
| 6M | -28.6% | -29.2% | +0.6% | -21.1% |
| YTD | -28.0% | -29.9% | +1.9% | -21.0% |
| 1Y | -39.9% | -47.3% | +7.4% | -27.6% |
| 3Y | -14.0% | -19.6% | +5.6% | -11.0% |
| 5Y | -2.9% | +5.5% | -8.4% | -9.2% |
| 10Y | +199.5% | +129.7% | +69.8% | +101.6% |
| All | +1,611.8% | +228.1% | +1,383.7% | +756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling