+50,177.5%
TSCO vs VSH
+609.3%
+49,568.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.7% | +6.2% | -4.5% | +0.5% |
| 30D | +2.8% | -11.1% | +13.9% | +4.9% |
| 3M | +17.9% | -44.9% | +62.8% | +29.6% |
| 6M | -28.6% | +90.0% | -118.5% | -40.5% |
| YTD | -28.0% | +118.8% | -146.8% | -42.1% |
| 1Y | -39.9% | +109.0% | -148.8% | -51.5% |
| 3Y | -14.0% | +35.6% | -49.6% | -26.7% |
| 5Y | -2.9% | +66.7% | -69.6% | -21.8% |
| 10Y | +199.5% | +167.9% | +31.6% | +108.1% |
| All | +50,177.5% | +609.3% | +49,568.2% | +14,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling