-32.9%
TSCO vs VG
-49.4%
+16.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +6.8% | -7.7% | +14.5% | +6.7% |
| 30D | +11.3% | -8.8% | +20.1% | +11.2% |
| 3M | +9.1% | -15.6% | +24.7% | +8.9% |
| 6M | +24.2% | +5.2% | +19.0% | +23.9% |
| YTD | -23.5% | +76.9% | -100.4% | -25.3% |
| 1Y | -30.8% | +42.5% | -73.3% | -32.0% |
| All | -32.9% | -49.4% | +16.5% | -35.0% |
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