+181.2%
TSCO vs ZBRA
+435.2%
-254.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.4% | -1.9% |
| 7D | -5.7% | -3.4% | -2.2% | -4.9% |
| 30D | -8.8% | -7.4% | -1.4% | -7.2% |
| 3M | +6.3% | +57.5% | -51.2% | -5.4% |
| 6M | -32.3% | +64.0% | -96.2% | -40.6% |
| YTD | -32.7% | +44.3% | -77.0% | -39.6% |
| 1Y | -43.7% | +10.9% | -54.6% | -46.4% |
| 3Y | -19.7% | +37.5% | -57.2% | -30.0% |
| 5Y | -11.6% | -39.7% | +28.0% | -8.1% |
| All | +181.2% | +435.2% | -254.0% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling