+976.8%
VRT vs TSCO
-8.1%
+984.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.7% | -6.0% | -7.9% |
| 7D | +2.4% | -2.5% | +4.9% | +3.7% |
| 30D | -2.7% | -1.1% | -1.6% | -2.2% |
| 3M | -9.2% | +14.3% | -23.4% | -15.0% |
| 6M | -0.5% | -31.9% | +31.4% | +19.1% |
| YTD | +62.3% | -30.7% | +93.0% | +90.6% |
| 1Y | +109.6% | -41.1% | +150.6% | +168.0% |
| 3Y | +573.1% | -17.1% | +590.2% | +544.8% |
| All | +976.8% | -8.1% | +984.9% | +828.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling