-29.4%
TSCO vs ZBRA
+25.3%
-54.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +15.7% | -13.6% | +29.3% | +17.4% |
| 30D | +16.4% | -11.5% | +27.9% | +17.7% |
| 3M | +11.2% | -9.9% | +21.1% | +12.1% |
| 6M | +14.9% | +48.6% | -33.7% | +8.4% |
| YTD | -25.4% | +36.9% | -62.3% | -30.6% |
| 1Y | -29.4% | +27.7% | -57.1% | -33.5% |
| All | -29.4% | +25.3% | -54.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling