+2,217.9%
TSCO vs ACWI
+341.7%
+1,876.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +0.1% | +2.7% | -2.6% | -1.9% |
| 30D | +8.7% | -2.6% | +11.3% | +10.6% |
| 3M | +1.2% | -3.2% | +4.4% | +3.4% |
| 6M | +21.6% | +1.9% | +19.7% | +19.0% |
| YTD | -25.3% | +11.3% | -36.7% | -31.7% |
| 1Y | -33.0% | +11.7% | -44.7% | -38.9% |
| 3Y | -2.3% | +74.4% | -76.7% | -36.7% |
| 5Y | -9.2% | +59.5% | -68.6% | -37.4% |
| 10Y | +202.2% | +225.2% | -23.0% | +21.0% |
| All | +2,217.9% | +341.7% | +1,876.2% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling