-10.4%
TSCO vs VGT
+136.3%
-146.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 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% | +4.1% |
| 6M | -32.3% | +32.1% | -64.3% | -40.3% |
| YTD | -32.7% | +28.8% | -61.5% | -40.1% |
| 1Y | -43.7% | +35.3% | -79.0% | -51.2% |
| 3Y | -19.7% | +124.8% | -144.4% | -47.4% |
| All | -10.4% | +136.3% | -146.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling