-10.4%
TSCO vs Z
-64.7%
+54.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.1% |
| 7D | -5.7% | -6.0% | +0.4% | -4.9% |
| 30D | -8.8% | -2.3% | -6.5% | -8.6% |
| 3M | +6.3% | -0.6% | +6.9% | +5.9% |
| 6M | -32.3% | -27.6% | -4.6% | -29.5% |
| YTD | -32.7% | -52.4% | +19.7% | -25.8% |
| 1Y | -43.7% | -63.6% | +19.9% | -35.4% |
| 3Y | -19.7% | -36.4% | +16.7% | -18.2% |
| All | -10.4% | -64.7% | +54.3% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling