+1,977.6%
TSCO vs VUG
+1,246.8%
+730.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | +2.8% | -1.4% | +4.2% | +3.8% |
| 3M | +17.9% | +2.3% | +15.6% | +15.1% |
| 6M | -28.6% | +15.7% | -44.3% | -36.9% |
| YTD | -28.0% | +8.6% | -36.7% | -33.4% |
| 1Y | -39.9% | +14.1% | -53.9% | -46.7% |
| 3Y | -14.0% | +87.9% | -101.9% | -50.8% |
| 5Y | -2.9% | +76.3% | -79.2% | -43.1% |
| 10Y | +199.5% | +409.7% | -210.2% | -37.0% |
| All | +1,977.6% | +1,246.8% | +730.8% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling