+568.6%
TJX vs ZTS
+161.4%
+407.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -4.0% | -3.8% | -0.2% | -2.7% |
| 30D | -20.3% | -2.0% | -18.3% | -19.9% |
| 3M | -23.3% | -10.2% | -13.1% | -20.8% |
| 6M | -19.7% | -39.4% | +19.7% | -6.7% |
| YTD | -17.1% | -40.8% | +23.7% | -3.1% |
| 1Y | -8.8% | -50.1% | +41.3% | +12.5% |
| 3Y | +43.4% | -58.9% | +102.3% | +85.6% |
| 5Y | +95.2% | -62.4% | +157.6% | +156.8% |
| 10Y | +288.1% | +58.8% | +229.2% | +225.7% |
| All | +568.6% | +161.4% | +407.2% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling