+3,024.0%
TSCO vs VT
+346.0%
+2,678.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +7.1% | -2.3% | +9.4% | +8.8% |
| 30D | +11.8% | -5.0% | +16.7% | +15.7% |
| 3M | +7.4% | -4.9% | +12.2% | +11.1% |
| 6M | +13.4% | -1.5% | +15.0% | +13.9% |
| YTD | -25.9% | +8.5% | -34.4% | -30.8% |
| 1Y | -29.9% | +11.4% | -41.3% | -35.8% |
| 3Y | -3.4% | +70.1% | -73.4% | -35.5% |
| 5Y | -9.4% | +53.7% | -63.1% | -35.1% |
| 10Y | +227.1% | +220.0% | +7.1% | +36.4% |
| All | +3,024.0% | +346.0% | +2,678.0% | +915.5% |
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