-18.4%
TSCO vs VMC
+17.8%
-36.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.1% | -3.7% | +0.6% | -1.9% |
| 30D | -4.4% | -12.8% | +8.4% | +0.1% |
| 3M | +9.7% | -7.9% | +17.6% | +12.4% |
| 6M | -32.4% | -7.5% | -24.9% | -30.9% |
| YTD | -31.7% | -11.6% | -20.0% | -29.1% |
| 1Y | -41.3% | -14.3% | -27.0% | -38.6% |
| All | -18.4% | +17.8% | -36.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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