+181.2%
TSCO vs VUG
+424.7%
-243.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -2.0% |
| 7D | -5.7% | -0.5% | -5.2% | -5.4% |
| 30D | -8.8% | -1.0% | -7.8% | -8.3% |
| 3M | +6.3% | +3.5% | +2.8% | +3.9% |
| 6M | -32.3% | +14.2% | -46.5% | -37.7% |
| YTD | -32.7% | +8.5% | -41.2% | -36.3% |
| 1Y | -43.7% | +12.9% | -56.6% | -48.2% |
| 3Y | -19.7% | +85.6% | -105.3% | -47.1% |
| 5Y | -11.6% | +78.1% | -89.7% | -41.4% |
| All | +181.2% | +424.7% | -243.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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