+535.3%
VRT vs TSCO
-18.6%
+553.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.3% |
| 7D | -7.7% | -3.1% | -4.6% | -6.9% |
| 30D | -12.0% | -4.4% | -7.6% | -11.0% |
| 3M | -11.7% | +9.7% | -21.4% | -13.6% |
| 6M | -8.1% | -32.4% | +24.3% | +2.7% |
| YTD | +53.2% | -31.7% | +84.9% | +69.6% |
| 1Y | +81.7% | -41.3% | +122.9% | +110.9% |
| All | +535.3% | -18.6% | +553.9% | +541.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling