-10.3%
TSCO vs VO
+40.2%
-50.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | -3.1% | -2.5% | -0.6% | -1.1% |
| 30D | -4.4% | -3.2% | -1.1% | -1.8% |
| 3M | +9.7% | +3.9% | +5.8% | +6.3% |
| 6M | -32.4% | +9.6% | -42.1% | -37.3% |
| YTD | -31.7% | +11.6% | -43.2% | -37.6% |
| 1Y | -41.3% | +12.6% | -53.9% | -46.8% |
| 3Y | -18.3% | +55.4% | -73.7% | -43.4% |
| 5Y | -10.3% | +41.8% | -52.1% | -35.0% |
| All | -10.3% | +40.2% | -50.4% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling