+1,834.7%
TSCO vs VWO
+320.5%
+1,514.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -5.7% | -1.8% | -3.9% | -4.9% |
| 30D | -8.8% | -0.1% | -8.7% | -8.8% |
| 3M | +6.3% | +2.2% | +4.1% | +5.0% |
| 6M | -32.3% | +8.8% | -41.0% | -35.2% |
| YTD | -32.7% | +12.4% | -45.1% | -36.6% |
| 1Y | -43.7% | +15.6% | -59.3% | -47.7% |
| 3Y | -19.7% | +62.5% | -82.2% | -36.5% |
| 5Y | -11.6% | +34.3% | -45.9% | -24.7% |
| 10Y | +184.1% | +114.8% | +69.3% | +90.6% |
| All | +1,834.7% | +320.5% | +1,514.2% | +739.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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