-19.7%
TSCO vs VTR
+132.9%
-152.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.7% | -0.3% | -5.3% | -5.6% |
| 30D | -8.8% | +1.1% | -9.9% | -9.1% |
| 3M | +6.3% | +7.9% | -1.6% | +3.9% |
| 6M | -32.3% | +6.2% | -38.4% | -33.6% |
| YTD | -32.7% | +17.7% | -50.4% | -36.1% |
| 1Y | -43.7% | +32.9% | -76.6% | -48.5% |
| 3Y | -19.7% | +129.7% | -149.3% | -37.4% |
| All | -19.7% | +132.9% | -152.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling