+227.5%
TSCO vs VT
+223.7%
+3.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.0% |
| 7D | +5.9% | +0.4% | +5.6% | +5.6% |
| 30D | +11.0% | -2.6% | +13.6% | +13.0% |
| 3M | +9.0% | -3.2% | +12.2% | +11.4% |
| 6M | +23.9% | +0.9% | +22.9% | +22.1% |
| YTD | -23.7% | +11.3% | -35.1% | -30.3% |
| 1Y | -29.4% | +14.0% | -43.4% | -36.7% |
| 3Y | +1.6% | +75.8% | -74.3% | -35.2% |
| 5Y | -7.1% | +57.8% | -65.0% | -36.1% |
| 10Y | +227.5% | +219.8% | +7.7% | +42.4% |
| All | +227.5% | +223.7% | +3.8% | +42.4% |
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