+199.5%
TSCO vs VT
+221.4%
-21.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +1.7% | +1.0% | +0.7% | +0.9% |
| 30D | +2.8% | -0.2% | +3.1% | +3.0% |
| 3M | +17.9% | +4.5% | +13.4% | +13.8% |
| 6M | -28.6% | +14.1% | -42.6% | -35.6% |
| YTD | -28.0% | +14.8% | -42.8% | -35.5% |
| 1Y | -39.9% | +21.2% | -61.1% | -48.4% |
| 3Y | -14.0% | +76.6% | -90.6% | -44.9% |
| 5Y | -2.9% | +66.6% | -69.5% | -35.5% |
| 10Y | +199.5% | +222.3% | -22.8% | +30.7% |
| All | +199.5% | +221.4% | -21.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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