+2,826.7%
VRT vs TSCO
+163.5%
+2,663.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +13.6% | +1.7% | +11.9% | +13.0% |
| 30D | +6.8% | +2.8% | +3.9% | +5.6% |
| 3M | -3.2% | +17.9% | -21.1% | -9.2% |
| 6M | +20.3% | -28.6% | +48.9% | +35.1% |
| YTD | +79.6% | -28.0% | +107.6% | +99.8% |
| 1Y | +139.0% | -39.9% | +178.9% | +184.4% |
| 3Y | +644.6% | -14.0% | +658.6% | +642.3% |
| 5Y | +1,024.4% | -2.9% | +1,027.3% | +977.4% |
| All | +2,826.7% | +163.5% | +2,663.2% | +2,055.0% |
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 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