-10.3%
TSCO vs VUG
+74.2%
-84.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.2% |
| 30D | -4.4% | -1.6% | -2.8% | -3.7% |
| 3M | +9.7% | +4.4% | +5.3% | +7.1% |
| 6M | -32.4% | +13.2% | -45.6% | -36.8% |
| YTD | -31.7% | +7.5% | -39.2% | -34.5% |
| 1Y | -41.3% | +12.5% | -53.8% | -45.2% |
| 3Y | -18.3% | +86.0% | -104.3% | -44.0% |
| 5Y | -10.3% | +76.5% | -86.7% | -39.5% |
| All | -10.3% | +74.2% | -84.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling