+17,265.7%
TSCO vs VTR
+1,502.8%
+15,763.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | -4.4% | +4.0% | -8.4% | -5.1% |
| 3M | +9.7% | +7.8% | +1.8% | +8.0% |
| 6M | -32.4% | +6.4% | -38.8% | -33.4% |
| YTD | -31.7% | +18.3% | -50.0% | -34.0% |
| 1Y | -41.3% | +33.9% | -75.2% | -44.7% |
| 3Y | -18.3% | +134.3% | -152.6% | -31.1% |
| 5Y | -10.3% | +90.3% | -100.5% | -22.2% |
| 10Y | +188.5% | +100.1% | +88.3% | +128.8% |
| All | +17,265.7% | +1,502.8% | +15,763.0% | +10,202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling