+812.9%
VOO vs TSCO
+1,007.1%
-194.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.1% |
| 30D | -1.7% | -4.4% | +2.7% | -0.5% |
| 3M | +4.7% | +9.7% | -4.9% | +1.7% |
| 6M | +12.6% | -32.4% | +45.0% | +24.7% |
| YTD | +11.8% | -31.7% | +43.4% | +22.9% |
| 1Y | +17.5% | -41.3% | +58.8% | +35.0% |
| 3Y | +77.0% | -18.3% | +95.3% | +80.5% |
| 5Y | +82.6% | -10.3% | +92.8% | +78.1% |
| 10Y | +320.0% | +188.5% | +131.5% | +181.6% |
| All | +812.9% | +1,007.1% | -194.2% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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