+2,114.2%
TSCO vs ACWI
+356.8%
+1,757.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +5.5% | +0.9% | +4.6% | +4.7% |
| 3M | +20.0% | +2.4% | +17.6% | +17.4% |
| 6M | -29.8% | +12.4% | -42.2% | -36.0% |
| YTD | -28.7% | +15.2% | -43.8% | -36.2% |
| 1Y | -40.9% | +22.7% | -63.6% | -49.7% |
| 3Y | -15.9% | +75.8% | -91.7% | -45.7% |
| 5Y | -3.5% | +67.7% | -71.2% | -35.8% |
| 10Y | +142.2% | +229.0% | -86.8% | -3.7% |
| All | +2,114.2% | +356.8% | +1,757.3% | +539.7% |
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