+50,177.5%
TSCO vs VMC
+2,565.9%
+47,611.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +2.8% | -9.1% | +11.9% | +5.9% |
| 3M | +17.9% | -4.1% | +22.0% | +19.1% |
| 6M | -28.6% | -5.5% | -23.1% | -27.6% |
| YTD | -28.0% | -8.9% | -19.1% | -26.4% |
| 1Y | -39.9% | -12.9% | -26.9% | -37.7% |
| 3Y | -14.0% | +22.1% | -36.1% | -20.8% |
| 5Y | -2.9% | +52.7% | -55.6% | -17.5% |
| 10Y | +199.5% | +152.7% | +46.8% | +101.9% |
| All | +50,177.5% | +2,565.9% | +47,611.6% | +17,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling