+1,547.7%
TSCO vs VYM
+488.1%
+1,059.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.1% |
| 7D | -5.7% | -0.8% | -4.9% | -5.0% |
| 30D | -8.8% | -2.2% | -6.5% | -6.9% |
| 3M | +6.3% | +3.1% | +3.3% | +3.6% |
| 6M | -32.3% | +9.7% | -42.0% | -37.5% |
| YTD | -32.7% | +14.9% | -47.6% | -40.4% |
| 1Y | -43.7% | +17.6% | -61.2% | -51.1% |
| 3Y | -19.7% | +65.3% | -85.0% | -48.0% |
| 5Y | -11.6% | +78.7% | -90.3% | -46.3% |
| 10Y | +184.1% | +208.2% | -24.1% | +3.5% |
| All | +1,547.7% | +488.1% | +1,059.6% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling