-10.4%
TSCO vs VMC
+47.0%
-57.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.7% | -3.8% | -1.9% | -4.2% |
| 30D | -8.8% | -9.7% | +0.9% | -5.1% |
| 3M | +6.3% | -9.6% | +16.0% | +10.2% |
| 6M | -32.3% | -4.8% | -27.4% | -31.4% |
| YTD | -32.7% | -10.9% | -21.8% | -30.2% |
| 1Y | -43.7% | -15.6% | -28.1% | -40.4% |
| 3Y | -19.7% | +19.3% | -39.0% | -28.1% |
| All | -10.4% | +47.0% | -57.4% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling