+0.2%
TSCO vs VSXY
+37.5%
-37.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -18.7% | +9.9% | -7.2% |
| 3M | +6.3% | -4.0% | +10.3% | +6.4% |
| 6M | -32.3% | +67.5% | -99.7% | -36.7% |
| YTD | -32.7% | +39.7% | -72.4% | -36.1% |
| 1Y | -43.7% | +180.0% | -223.7% | -51.1% |
| 3Y | -19.7% | +337.3% | -356.9% | -38.2% |
| 5Y | -11.6% | +22.7% | -34.3% | -21.6% |
| All | +0.2% | +37.5% | -37.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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