+73.3%
VZ vs TSCO
+200.3%
-127.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +6.9% | +8.7% | -1.8% | +5.4% |
| 3M | +0.6% | +1.2% | -0.6% | +0.2% |
| 6M | +0.3% | +21.6% | -21.2% | -3.3% |
| YTD | +21.9% | -25.3% | +47.2% | +26.9% |
| 1Y | +21.7% | -33.0% | +54.7% | +29.1% |
| 3Y | +58.5% | -2.3% | +60.8% | +55.9% |
| 5Y | +22.4% | -9.2% | +31.6% | +20.3% |
| All | +73.3% | +200.3% | -127.0% | +24.8% |
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