+1,216.9%
VST vs TSCO
+206.1%
+1,010.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +5.5% | +0.8% | +4.9% |
| 3M | -2.7% | +20.0% | -22.7% | -7.2% |
| 6M | -8.4% | -29.8% | +21.4% | -0.6% |
| YTD | -7.2% | -28.7% | +21.5% | -0.3% |
| 1Y | -20.9% | -40.9% | +20.0% | -10.9% |
| 3Y | +384.0% | -15.9% | +399.9% | +384.2% |
| 5Y | +757.1% | -3.5% | +760.5% | +704.4% |
| All | +1,216.9% | +206.1% | +1,010.7% | +828.5% |
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 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