+13.8%
VRT vs TSCO
-28.6%
+42.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.2% | -17.1% | -12.6% |
| 7D | -15.4% | +15.7% | -31.1% | -14.9% |
| 30D | -19.0% | +16.4% | -35.4% | -18.7% |
| 3M | -23.8% | +11.2% | -35.0% | -23.2% |
| 6M | -37.9% | +14.9% | -52.8% | -37.0% |
| YTD | +27.0% | -25.4% | +52.4% | +35.6% |
| 1Y | +13.8% | -29.4% | +43.2% | +22.0% |
| All | +13.8% | -28.6% | +42.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling