+2,486.9%
VRT vs TSCO
+146.5%
+2,340.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.1% |
| 7D | -8.4% | -5.7% | -2.7% | -6.3% |
| 30D | -10.9% | -8.8% | -2.1% | -7.9% |
| 3M | -13.7% | +6.3% | -20.0% | -15.8% |
| 6M | -4.1% | -32.3% | +28.1% | +9.7% |
| YTD | +58.7% | -32.7% | +91.4% | +81.0% |
| 1Y | +89.6% | -43.7% | +133.3% | +131.5% |
| 3Y | +558.1% | -19.7% | +577.8% | +573.1% |
| 5Y | +953.0% | -11.6% | +964.6% | +941.0% |
| All | +2,486.9% | +146.5% | +2,340.4% | +1,853.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling