-19.7%
TSCO vs VTRS
+84.5%
-104.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | -2.2% | -3.5% | -5.3% |
| 30D | -8.8% | +3.3% | -12.1% | -9.3% |
| 3M | +6.3% | +2.0% | +4.3% | +5.6% |
| 6M | -32.3% | +19.9% | -52.2% | -35.1% |
| YTD | -32.7% | +35.7% | -68.4% | -37.2% |
| 1Y | -43.7% | +68.1% | -111.8% | -49.7% |
| 3Y | -19.7% | +87.1% | -106.7% | -36.8% |
| All | -19.7% | +84.5% | -104.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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