-19.7%
TSCO vs VYM
+65.1%
-84.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.2% |
| 7D | -5.7% | -0.8% | -4.9% | -4.9% |
| 30D | -8.8% | -2.2% | -6.5% | -6.7% |
| 3M | +6.3% | +3.1% | +3.3% | +3.3% |
| 6M | -32.3% | +9.7% | -42.0% | -38.2% |
| YTD | -32.7% | +14.9% | -47.6% | -41.3% |
| 1Y | -43.7% | +17.6% | -61.2% | -52.0% |
| 3Y | -19.7% | +65.3% | -85.0% | -55.6% |
| All | -19.7% | +65.1% | -84.7% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling