+25.9%
VZ vs TSCO
-2.4%
+28.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +12.8% | +17.9% | -5.1% | +10.0% |
| 6M | +1.8% | -28.6% | +30.4% | +6.5% |
| YTD | +30.0% | -28.0% | +58.0% | +35.5% |
| 1Y | +24.3% | -39.9% | +64.2% | +33.3% |
| 3Y | +84.3% | -14.0% | +98.3% | +86.1% |
| 5Y | +25.9% | -2.9% | +28.8% | +24.4% |
| All | +25.9% | -2.4% | +28.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling