-20.9%
VST vs TSCO
-40.6%
+19.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.7% |
| 7D | +8.9% | +0.8% | +8.1% | +9.0% |
| 30D | +6.2% | +5.5% | +0.8% | +7.3% |
| 3M | -2.7% | +20.0% | -22.7% | +0.5% |
| 6M | -8.4% | -29.8% | +21.4% | -11.6% |
| YTD | -7.2% | -28.7% | +21.5% | -9.3% |
| 1Y | -20.9% | -40.9% | +20.0% | -31.2% |
| All | -20.9% | -40.6% | +19.7% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling