+1.8%
TSCO vs VSXY
+33.4%
-31.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -4.4% | -22.1% | +17.7% | -2.3% |
| 3M | +9.7% | -1.1% | +10.8% | +9.5% |
| 6M | -32.4% | +53.8% | -86.2% | -36.3% |
| YTD | -31.7% | +35.5% | -67.1% | -35.0% |
| 1Y | -41.3% | +186.0% | -227.3% | -49.2% |
| 3Y | -18.3% | +343.2% | -361.5% | -37.4% |
| 5Y | -10.3% | +19.0% | -29.3% | -20.2% |
| All | +1.8% | +33.4% | -31.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling