-2.9%
TSCO vs ACWI
+67.7%
-70.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +0.9% |
| 30D | +2.8% | -0.2% | +3.0% | +2.9% |
| 3M | +17.9% | +4.7% | +13.2% | +13.7% |
| 6M | -28.6% | +14.5% | -43.1% | -35.8% |
| YTD | -28.0% | +14.6% | -42.7% | -35.5% |
| 1Y | -39.9% | +21.4% | -61.3% | -48.5% |
| 3Y | -14.0% | +77.6% | -91.6% | -46.2% |
| 5Y | -2.9% | +68.1% | -71.0% | -38.3% |
| All | -2.9% | +67.7% | -70.6% | -38.3% |
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