+43.1%
TJX vs ZTS
-59.2%
+102.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -3.7% | -0.8% | -3.9% |
| 30D | -17.2% | -0.8% | -16.4% | -17.1% |
| 3M | -24.9% | -9.7% | -15.2% | -23.7% |
| 6M | -19.7% | -38.4% | +18.7% | -13.8% |
| YTD | -17.2% | -41.1% | +23.9% | -10.5% |
| 1Y | -9.4% | -50.6% | +41.2% | +0.7% |
| 3Y | +43.1% | -59.1% | +102.2% | +61.3% |
| All | +43.1% | -59.2% | +102.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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