+71.6%
VZ vs TSCO
+214.1%
-142.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +8.9% | +9.8% | -0.9% | +7.1% |
| 3M | +0.1% | +4.8% | -4.7% | -0.9% |
| 6M | +1.9% | +23.3% | -21.4% | -2.0% |
| YTD | +22.0% | -25.1% | +47.1% | +26.9% |
| 1Y | +22.1% | -32.7% | +54.9% | +29.5% |
| 3Y | +58.7% | -2.0% | +60.6% | +56.0% |
| 5Y | +22.3% | -7.8% | +30.1% | +19.9% |
| 10Y | +71.6% | +203.2% | -131.5% | +24.0% |
| All | +71.6% | +214.1% | -142.4% | +24.0% |
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