-43.7%
TSCO vs VFC
-10.6%
-33.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.1% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -8.8% | -9.0% | +0.2% | -7.6% |
| 3M | +6.3% | -24.2% | +30.5% | +9.9% |
| 6M | -32.3% | -18.5% | -13.8% | -30.6% |
| YTD | -32.7% | -25.9% | -6.8% | -30.6% |
| 1Y | -43.7% | -13.0% | -30.7% | -43.9% |
| All | -43.7% | -10.6% | -33.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling