-10.3%
TSCO vs Z
-53.4%
+43.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | +0.3% | +0.8% | -0.6% | +0.1% |
| 30D | +11.3% | +5.2% | +6.1% | +10.2% |
| 3M | +1.5% | -17.0% | +18.5% | +4.0% |
| 6M | +24.0% | -22.7% | +46.6% | +27.9% |
| YTD | -25.7% | -56.3% | +30.6% | -16.6% |
| 1Y | -33.6% | -57.7% | +24.1% | -25.2% |
| 3Y | -1.5% | -16.5% | +15.0% | -4.8% |
| All | -10.3% | -53.4% | +43.1% | -11.1% |
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