-43.7%
TSCO vs VUG
+13.0%
-56.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -8.8% | -1.0% | -7.8% | -8.6% |
| 3M | +6.3% | +3.5% | +2.8% | +5.9% |
| 6M | -32.3% | +14.2% | -46.5% | -34.2% |
| YTD | -32.7% | +8.5% | -41.2% | -34.3% |
| 1Y | -43.7% | +12.9% | -56.6% | -45.7% |
| All | -43.7% | +13.0% | -56.7% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling