+1,058.9%
VST vs TSCO
+228.1%
+830.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -6.0% | +6.8% | -12.9% | -7.5% |
| 30D | -18.8% | +11.3% | -30.0% | -21.0% |
| 3M | -8.0% | +9.1% | -17.1% | -10.2% |
| 6M | -10.9% | +24.2% | -35.1% | -16.3% |
| YTD | -18.3% | -23.5% | +5.2% | -14.0% |
| 1Y | -29.9% | -30.8% | +0.8% | -24.3% |
| 3Y | +290.3% | +0.1% | +290.2% | +272.0% |
| 5Y | +635.3% | -5.3% | +640.6% | +596.6% |
| 10Y | +1,162.4% | +220.4% | +942.0% | +768.8% |
| All | +1,058.9% | +228.1% | +830.8% | +701.2% |
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 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