+1,843.4%
TSCO vs VGT
+2,280.0%
-436.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.3% |
| 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% | +2.5% |
| 6M | -32.3% | +32.1% | -64.3% | -44.5% |
| YTD | -32.7% | +28.8% | -61.5% | -44.2% |
| 1Y | -43.7% | +35.3% | -79.0% | -55.1% |
| 3Y | -19.7% | +124.8% | -144.4% | -56.4% |
| 5Y | -11.6% | +137.9% | -149.5% | -55.4% |
| 10Y | +184.1% | +814.2% | -630.2% | -52.4% |
| All | +1,843.4% | +2,280.0% | -436.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling