+181.2%
TSCO vs VGT
+820.0%
-638.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -8.8% | -0.4% | -8.3% | -8.7% |
| 3M | +6.3% | +4.4% | +1.9% | +3.6% |
| 6M | -32.3% | +32.1% | -64.3% | -41.6% |
| YTD | -32.7% | +28.8% | -61.5% | -41.4% |
| 1Y | -43.7% | +35.3% | -79.0% | -52.4% |
| 3Y | -19.7% | +124.8% | -144.4% | -49.4% |
| 5Y | -11.6% | +137.9% | -149.5% | -47.4% |
| All | +181.2% | +820.0% | -638.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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