-35.0%
TSCO vs VG
-51.4%
+16.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +7.1% | -22.0% | +29.1% | +6.9% |
| 30D | +11.8% | -11.6% | +23.4% | +11.6% |
| 3M | +7.4% | -14.9% | +22.2% | +7.2% |
| 6M | +13.4% | -3.5% | +17.0% | +13.1% |
| YTD | -25.9% | +70.0% | -95.9% | -27.6% |
| 1Y | -29.9% | +50.0% | -79.9% | -31.4% |
| All | -35.0% | -51.4% | +16.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling