+220.4%
TSCO vs ACWI
+220.7%
-0.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | +11.3% | -3.3% | +14.6% | +13.9% |
| 3M | +9.1% | -3.4% | +12.5% | +11.6% |
| 6M | +24.2% | +0.8% | +23.4% | +22.6% |
| YTD | -23.5% | +10.7% | -34.2% | -29.9% |
| 1Y | -30.8% | +11.6% | -42.4% | -36.9% |
| 3Y | +0.1% | +73.4% | -73.3% | -35.8% |
| 5Y | -5.3% | +60.2% | -65.5% | -35.8% |
| 10Y | +220.4% | +221.6% | -1.2% | +36.0% |
| All | +220.4% | +220.7% | -0.3% | +36.0% |
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