-19.7%
TSCO vs VIG
+55.8%
-75.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.3% |
| 7D | -5.7% | -1.1% | -4.6% | -4.6% |
| 30D | -8.8% | -2.7% | -6.0% | -6.1% |
| 3M | +6.3% | +2.5% | +3.8% | +3.6% |
| 6M | -32.3% | +9.2% | -41.5% | -38.2% |
| YTD | -32.7% | +9.8% | -42.5% | -39.0% |
| 1Y | -43.7% | +12.4% | -56.1% | -50.2% |
| 3Y | -19.7% | +55.9% | -75.6% | -55.4% |
| All | -19.7% | +55.8% | -75.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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