+2.6%
TSCO vs Z
-3.1%
+5.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.5% |
| 7D | +1.7% | -3.3% | +4.9% | +2.0% |
| All | +2.6% | -3.1% | +5.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1mo: compounded portfolio wealth divided by compounded Z 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…
1mo analysis · Full analysis span regression · Available span rolling