+1,652.9%
TSCO vs VCLT
+102.9%
+1,550.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | +14.3% | -2.9% | +17.1% | +14.5% |
| 6M | -31.9% | -4.0% | -27.9% | -31.7% |
| YTD | -30.7% | -2.2% | -28.4% | -30.6% |
| 1Y | -41.1% | -2.6% | -38.5% | -41.0% |
| 3Y | -17.1% | +12.3% | -29.4% | -17.2% |
| 5Y | -7.5% | -16.4% | +8.8% | -11.1% |
| 10Y | +192.6% | +18.1% | +174.5% | +214.5% |
| All | +1,652.9% | +102.9% | +1,550.0% | +2,400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling