+84.3%
VZ vs TSCO
-14.6%
+98.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +0.2% | +1.7% | -1.5% | 0.0% |
| 30D | +7.1% | +2.8% | +4.3% | +6.7% |
| 3M | +12.8% | +17.9% | -5.1% | +10.2% |
| 6M | +1.8% | -28.6% | +30.4% | +6.2% |
| YTD | +30.0% | -28.0% | +58.0% | +35.0% |
| 1Y | +24.3% | -39.9% | +64.2% | +32.9% |
| 3Y | +84.3% | -14.0% | +98.3% | +90.3% |
| All | +84.3% | -14.6% | +98.9% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling