-10.3%
TSCO vs VT
+57.0%
-67.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.3% | +2.4% | -2.1% | -1.4% |
| 30D | +11.3% | -1.5% | +12.8% | +12.3% |
| 3M | +1.5% | -4.1% | +5.6% | +4.3% |
| 6M | +24.0% | +0.6% | +23.4% | +22.6% |
| YTD | -25.7% | +11.0% | -36.7% | -32.1% |
| 1Y | -33.6% | +13.3% | -46.9% | -40.3% |
| 3Y | -1.5% | +73.4% | -74.9% | -37.9% |
| All | -10.3% | +57.0% | -67.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling