+856.1%
VZ vs TSCO
+49,750.1%
-48,893.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +7.9% | +5.5% | +2.4% | +7.6% |
| 3M | +13.6% | +20.0% | -6.3% | +12.5% |
| 6M | +1.1% | -29.8% | +30.9% | +2.9% |
| YTD | +29.3% | -28.7% | +58.0% | +31.4% |
| 1Y | +21.2% | -40.9% | +62.2% | +24.5% |
| 3Y | +75.9% | -15.9% | +91.8% | +76.7% |
| 5Y | +24.1% | -3.5% | +27.5% | +23.3% |
| 10Y | +62.4% | +142.2% | -79.8% | +52.7% |
| All | +856.1% | +49,750.1% | -48,893.9% | +700.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling