+97.2%
TJX vs ZTS
-63.0%
+160.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -3.7% | -0.8% | -3.7% |
| 30D | -17.2% | -0.8% | -16.4% | -17.1% |
| 3M | -24.9% | -9.7% | -15.2% | -23.2% |
| 6M | -19.7% | -38.4% | +18.7% | -10.6% |
| YTD | -17.2% | -41.1% | +23.9% | -7.0% |
| 1Y | -9.4% | -50.6% | +41.2% | +6.3% |
| 3Y | +43.1% | -59.1% | +102.2% | +74.8% |
| All | +97.2% | -63.0% | +160.2% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling