-40.0%
TSCO vs VG
-34.8%
-5.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -3.1% | +7.0% | -10.2% | -3.1% |
| 30D | -4.4% | +17.2% | -21.6% | -4.4% |
| 3M | +9.7% | +16.8% | -7.1% | +9.6% |
| 6M | -32.4% | +36.3% | -68.7% | -32.8% |
| YTD | -31.7% | +127.9% | -159.6% | -33.1% |
| 1Y | -41.3% | +11.7% | -53.0% | -41.7% |
| All | -40.0% | -34.8% | -5.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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