-30.5%
TSCO vs VYM
+17.8%
-48.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +3.3% |
| 7D | +8.8% | -3.0% | +11.8% | +12.0% |
| 30D | +13.4% | +0.9% | +12.5% | +12.1% |
| 3M | +10.3% | -2.7% | +13.0% | +13.1% |
| 6M | +13.7% | +3.4% | +10.3% | +9.0% |
| YTD | -25.4% | +13.3% | -38.7% | -34.7% |
| 1Y | -30.5% | +17.0% | -47.5% | -42.1% |
| All | -30.5% | +17.8% | -48.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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