-19.7%
TSCO vs ZBH
-20.7%
+1.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | -5.7% | -4.7% | -1.0% | -4.6% |
| 30D | -8.8% | -4.5% | -4.3% | -7.8% |
| 3M | +6.3% | +7.6% | -1.2% | +4.1% |
| 6M | -32.3% | +0.3% | -32.5% | -32.6% |
| YTD | -32.7% | +4.5% | -37.2% | -33.8% |
| 1Y | -43.7% | -9.4% | -34.3% | -42.8% |
| 3Y | -19.7% | -21.5% | +1.8% | -18.8% |
| All | -19.7% | -20.7% | +1.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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