+247.6%
TJX vs ZS
+498.3%
-250.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -4.4% |
| 30D | -17.2% | -7.2% | -10.0% | -16.8% |
| 3M | -24.9% | +30.5% | -55.4% | -26.6% |
| 6M | -19.7% | +7.0% | -26.6% | -21.0% |
| YTD | -17.2% | -26.8% | +9.6% | -16.3% |
| 1Y | -9.4% | -42.6% | +33.2% | -6.7% |
| 3Y | +43.1% | -0.3% | +43.4% | +38.5% |
| 5Y | +96.7% | -39.2% | +135.9% | +91.8% |
| All | +247.6% | +498.3% | -250.8% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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