+136.4%
TSCO vs VTEB
+25.5%
+110.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | -0.9% | -4.7% | -5.4% |
| 30D | -8.8% | -2.5% | -6.3% | -8.1% |
| 3M | +6.3% | -3.0% | +9.3% | +7.2% |
| 6M | -32.3% | -2.1% | -30.1% | -31.9% |
| YTD | -32.7% | -1.5% | -31.2% | -32.4% |
| 1Y | -43.7% | +0.2% | -43.8% | -43.6% |
| 3Y | -19.7% | +8.6% | -28.2% | -20.7% |
| 5Y | -11.6% | +1.2% | -12.8% | -12.6% |
| 10Y | +184.1% | +18.1% | +166.0% | +229.1% |
| All | +136.4% | +25.5% | +110.9% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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