-17.3%
TSCO vs Z
-37.2%
+20.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -2.5% | -7.1% | +4.6% | -1.5% |
| 30D | -1.1% | -4.8% | +3.7% | -0.6% |
| 3M | +14.3% | -9.3% | +23.6% | +15.3% |
| 6M | -31.9% | -29.0% | -2.9% | -29.0% |
| YTD | -30.7% | -52.9% | +22.2% | -23.5% |
| 1Y | -41.1% | -63.1% | +22.1% | -32.4% |
| All | -17.3% | -37.2% | +20.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling