+181.2%
TSCO vs VO
+200.3%
-19.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -5.7% | -1.5% | -4.1% | -4.6% |
| 30D | -8.8% | -3.0% | -5.7% | -6.7% |
| 3M | +6.3% | +2.8% | +3.5% | +4.1% |
| 6M | -32.3% | +10.9% | -43.2% | -37.4% |
| YTD | -32.7% | +12.5% | -45.2% | -38.5% |
| 1Y | -43.7% | +12.0% | -55.6% | -48.4% |
| 3Y | -19.7% | +56.3% | -75.9% | -42.7% |
| 5Y | -11.6% | +42.9% | -54.6% | -33.3% |
| All | +181.2% | +200.3% | -19.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling