+1,164.9%
VST vs TSCO
+198.9%
+966.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -12.4% | +11.3% | -23.7% | -14.9% |
| 3M | -9.0% | +1.5% | -10.5% | -9.7% |
| 6M | -6.4% | +24.0% | -30.4% | -12.2% |
| YTD | -17.2% | -25.7% | +8.5% | -12.2% |
| 1Y | -22.0% | -33.6% | +11.5% | -14.9% |
| 3Y | +296.7% | -1.5% | +298.2% | +278.6% |
| 5Y | +637.6% | -9.6% | +647.2% | +606.0% |
| All | +1,164.9% | +198.9% | +966.0% | +799.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling