+220.4%
TSCO vs VT
+217.6%
+2.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | +6.8% | -0.1% | +7.0% | +6.9% |
| 30D | +11.3% | -3.1% | +14.3% | +13.7% |
| 3M | +9.1% | -3.5% | +12.6% | +11.7% |
| 6M | +24.2% | +0.5% | +23.7% | +22.9% |
| YTD | -23.5% | +10.8% | -34.3% | -29.9% |
| 1Y | -30.8% | +11.9% | -42.7% | -37.0% |
| 3Y | +0.1% | +73.0% | -72.9% | -35.4% |
| 5Y | -5.3% | +58.6% | -63.9% | -35.1% |
| 10Y | +220.4% | +219.2% | +1.2% | +37.7% |
| All | +220.4% | +217.6% | +2.7% | +37.7% |
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