+2,907.2%
TSCO vs VT
+374.2%
+2,533.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +5.5% | +1.0% | +4.5% | +4.7% |
| 3M | +20.0% | +2.4% | +17.6% | +17.5% |
| 6M | -29.8% | +12.0% | -41.8% | -35.7% |
| YTD | -28.7% | +15.3% | -44.0% | -36.1% |
| 1Y | -40.9% | +22.6% | -63.5% | -49.5% |
| 3Y | -15.9% | +74.7% | -90.6% | -44.8% |
| 5Y | -3.5% | +66.1% | -69.6% | -34.5% |
| 10Y | +142.2% | +225.0% | -82.8% | 0.0% |
| All | +2,907.2% | +374.2% | +2,533.0% | +837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling