-19.7%
TSCO vs VNQ
+30.7%
-50.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -5.7% | -1.3% | -4.4% | -4.9% |
| 30D | -8.8% | -2.6% | -6.2% | -7.2% |
| 3M | +6.3% | -2.0% | +8.4% | +7.7% |
| 6M | -32.3% | +4.3% | -36.6% | -34.1% |
| YTD | -32.7% | +9.2% | -41.9% | -36.5% |
| 1Y | -43.7% | +5.6% | -49.3% | -45.7% |
| 3Y | -19.7% | +30.8% | -50.5% | -33.3% |
| All | -19.7% | +30.7% | -50.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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