+1,232.7%
VST vs TSCO
+197.5%
+1,035.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.4% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +5.8% | -1.1% | +6.9% | +6.0% |
| 3M | +3.5% | +14.3% | -10.8% | -0.2% |
| 6M | -7.4% | -31.9% | +24.5% | +1.1% |
| YTD | -6.1% | -30.7% | +24.6% | +1.5% |
| 1Y | -21.6% | -41.1% | +19.4% | -11.7% |
| 3Y | +357.2% | -17.1% | +374.3% | +358.5% |
| 5Y | +777.0% | -7.5% | +784.6% | +732.2% |
| All | +1,232.7% | +197.5% | +1,035.3% | +845.8% |
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