+1,204.1%
TSCO vs VIG
+614.0%
+590.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.1% |
| 7D | -2.5% | -1.2% | -1.3% | -1.3% |
| 30D | -1.1% | -2.8% | +1.7% | +1.7% |
| 3M | +14.3% | +2.5% | +11.8% | +11.6% |
| 6M | -31.9% | +8.1% | -40.0% | -36.9% |
| YTD | -30.7% | +9.6% | -40.2% | -36.6% |
| 1Y | -41.1% | +14.2% | -55.2% | -48.3% |
| 3Y | -17.1% | +56.1% | -73.2% | -46.5% |
| 5Y | -7.5% | +62.8% | -70.4% | -42.5% |
| 10Y | +192.6% | +248.2% | -55.6% | -17.7% |
| All | +1,204.1% | +614.0% | +590.1% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling