+181.2%
TSCO vs VCLT
+17.1%
+164.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | -1.4% | -4.3% | -5.3% |
| 30D | -8.8% | -1.2% | -7.6% | -8.5% |
| 3M | +6.3% | -4.8% | +11.1% | +7.6% |
| 6M | -32.3% | -2.6% | -29.7% | -31.8% |
| YTD | -32.7% | -3.3% | -29.4% | -32.1% |
| 1Y | -43.7% | -4.8% | -38.9% | -43.0% |
| 3Y | -19.7% | +11.5% | -31.2% | -21.3% |
| 5Y | -11.6% | -17.0% | +5.4% | -11.4% |
| All | +181.2% | +17.1% | +164.2% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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