+1,934.0%
VRT vs TSCO
+172.2%
+1,761.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +10.5% | +0.3% | +10.2% | +10.4% |
| 30D | -9.3% | +11.3% | -20.6% | -13.3% |
| 3M | -29.6% | +1.5% | -31.1% | -30.6% |
| 6M | -45.4% | +24.0% | -69.3% | -50.3% |
| YTD | +24.8% | -25.7% | +50.5% | +36.3% |
| 1Y | +23.6% | -33.6% | +57.2% | +40.9% |
| 3Y | +379.7% | -1.5% | +381.2% | +349.1% |
| 5Y | +660.3% | -9.6% | +669.9% | +632.7% |
| All | +1,934.0% | +172.2% | +1,761.8% | +1,370.2% |
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