+192.6%
TSCO vs ACWI
+226.5%
-33.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.2% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | -0.6% | -0.5% | -0.7% |
| 3M | +14.3% | +4.3% | +10.0% | +10.5% |
| 6M | -31.9% | +12.7% | -44.6% | -38.1% |
| YTD | -30.7% | +13.9% | -44.6% | -37.6% |
| 1Y | -41.1% | +20.5% | -61.6% | -49.2% |
| 3Y | -17.1% | +76.5% | -93.7% | -47.2% |
| 5Y | -7.5% | +67.5% | -75.0% | -39.1% |
| 10Y | +192.6% | +231.8% | -39.3% | +26.1% |
| All | +192.6% | +226.5% | -33.9% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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