+64.4%
VZ vs TSCO
+189.4%
-125.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | +5.8% | -1.1% | +6.9% | +5.9% |
| 3M | +10.5% | +14.3% | -3.8% | +7.9% |
| 6M | +1.8% | -31.9% | +33.7% | +8.0% |
| YTD | +28.3% | -30.7% | +58.9% | +35.3% |
| 1Y | +22.0% | -41.1% | +63.0% | +32.3% |
| 3Y | +81.8% | -17.1% | +99.0% | +84.2% |
| 5Y | +25.3% | -7.5% | +32.9% | +22.7% |
| 10Y | +64.4% | +192.6% | -128.2% | +22.6% |
| All | +64.4% | +189.4% | -125.0% | +22.6% |
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