+766.9%
VST vs TSCO
-2.4%
+769.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | +9.9% | +1.7% | +8.2% | +9.6% |
| 30D | +7.9% | +2.8% | +5.1% | +7.4% |
| 3M | +3.4% | +17.9% | -14.5% | +0.4% |
| 6M | -4.1% | -28.6% | +24.5% | +2.3% |
| YTD | -5.7% | -28.0% | +22.4% | 0.0% |
| 1Y | -18.9% | -39.9% | +21.0% | -10.6% |
| 3Y | +359.1% | -14.0% | +373.1% | +352.8% |
| 5Y | +766.9% | -2.9% | +769.8% | +737.4% |
| All | +766.9% | -2.4% | +769.2% | +737.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling