-29.4%
TSCO vs ZCMD
-99.9%
+70.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.2% |
| 7D | +15.7% | -13.3% | +29.0% | +15.5% |
| 30D | +16.4% | -49.6% | +66.1% | +15.4% |
| 3M | +11.2% | -54.6% | +65.8% | +10.3% |
| 6M | +14.9% | -99.8% | +114.7% | +14.6% |
| YTD | -25.4% | -99.9% | +74.4% | -25.8% |
| 1Y | -29.4% | -99.9% | +70.5% | -26.0% |
| All | -29.4% | -99.9% | +70.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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