+297.8%
VTI vs TSCO
+185.7%
+112.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -0.9% | -5.7% | +4.8% | +0.8% |
| 30D | -1.4% | -8.8% | +7.3% | +1.1% |
| 3M | +3.6% | +6.3% | -2.7% | +1.3% |
| 6M | +13.6% | -32.3% | +45.9% | +26.6% |
| YTD | +12.9% | -32.7% | +45.6% | +25.5% |
| 1Y | +17.2% | -43.7% | +60.9% | +37.6% |
| 3Y | +75.7% | -19.7% | +95.3% | +79.6% |
| 5Y | +75.4% | -11.6% | +87.1% | +70.5% |
| All | +297.8% | +185.7% | +112.0% | +170.6% |
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