-39.9%
TSCO vs VG
+14.9%
-54.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.9% |
| 7D | +1.7% | -2.5% | +4.2% | +1.6% |
| 30D | +2.8% | +11.1% | -8.3% | +3.1% |
| 3M | +17.9% | +14.9% | +3.0% | +18.3% |
| 6M | -28.6% | +18.4% | -46.9% | -28.2% |
| YTD | -28.0% | +116.6% | -144.6% | -28.6% |
| 1Y | -39.9% | +9.4% | -49.2% | -41.7% |
| All | -39.9% | +14.9% | -54.7% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling