+128.3%
TSCO vs Z
+25.1%
+103.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +5.5% | -4.2% | +9.6% | +5.9% |
| 3M | +20.0% | -3.7% | +23.7% | +20.1% |
| 6M | -29.8% | -24.5% | -5.3% | -27.5% |
| YTD | -28.7% | -49.3% | +20.6% | -22.5% |
| 1Y | -40.9% | -58.7% | +17.8% | -34.1% |
| 3Y | -15.9% | -34.1% | +18.2% | -14.5% |
| 5Y | -3.5% | -64.5% | +61.1% | +1.6% |
| 10Y | +142.2% | -0.5% | +142.7% | +105.8% |
| All | +128.3% | +25.1% | +103.2% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling