+796.8%
VZ vs TSCO
+53,326.0%
-52,529.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +2.4% | +6.8% | -4.5% | +2.0% |
| 30D | +11.2% | +11.3% | -0.1% | +10.5% |
| 3M | 0.0% | +9.1% | -9.1% | -0.5% |
| 6M | +1.3% | +24.2% | -22.9% | 0.0% |
| YTD | +21.3% | -23.5% | +44.8% | +22.7% |
| 1Y | +23.9% | -30.8% | +54.7% | +26.1% |
| 3Y | +57.7% | +0.1% | +57.6% | +56.9% |
| 5Y | +21.2% | -5.3% | +26.5% | +20.5% |
| 10Y | +70.6% | +220.4% | -149.8% | +58.3% |
| All | +796.8% | +53,326.0% | -52,529.2% | +647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling