+181.2%
TSCO vs VTV
+234.5%
-53.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.1% |
| 7D | -5.7% | -1.1% | -4.6% | -4.8% |
| 30D | -8.8% | -1.0% | -7.7% | -8.0% |
| 3M | +6.3% | +4.6% | +1.7% | +2.6% |
| 6M | -32.3% | +13.5% | -45.8% | -38.7% |
| YTD | -32.7% | +18.5% | -51.2% | -41.2% |
| 1Y | -43.7% | +22.9% | -66.6% | -52.2% |
| 3Y | -19.7% | +67.8% | -87.5% | -46.1% |
| 5Y | -11.6% | +81.8% | -93.5% | -43.8% |
| All | +181.2% | +234.5% | -53.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling