+181.2%
TSCO vs VSH
+196.4%
-15.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -2.6% |
| 7D | -5.7% | +4.8% | -10.4% | -6.5% |
| 30D | -8.8% | -0.7% | -8.1% | -8.9% |
| 3M | +6.3% | -43.1% | +49.4% | +15.8% |
| 6M | -32.3% | +91.8% | -124.1% | -44.8% |
| YTD | -32.7% | +131.6% | -164.3% | -48.0% |
| 1Y | -43.7% | +118.1% | -161.8% | -56.2% |
| 3Y | -19.7% | +40.9% | -60.6% | -32.8% |
| 5Y | -11.6% | +75.8% | -87.4% | -31.8% |
| All | +181.2% | +196.4% | -15.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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