-7.1%
TSCO vs ACWI
+58.8%
-66.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.0% |
| 7D | +5.9% | +0.3% | +5.6% | +5.6% |
| 30D | +11.0% | -2.8% | +13.8% | +13.1% |
| 3M | +9.0% | -3.2% | +12.1% | +11.2% |
| 6M | +23.9% | +1.3% | +22.6% | +21.8% |
| YTD | -23.7% | +11.2% | -35.0% | -30.3% |
| 1Y | -29.4% | +13.8% | -43.2% | -36.6% |
| 3Y | +1.6% | +76.2% | -74.6% | -36.6% |
| 5Y | -7.1% | +59.5% | -66.6% | -39.1% |
| All | -7.1% | +58.8% | -66.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling