+100.8%
TSCO vs ZCMD
-100.0%
+200.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.4% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -4.4% | -19.8% | +15.5% | -4.4% |
| 3M | +9.7% | -62.1% | +71.8% | +10.2% |
| 6M | -32.4% | -99.5% | +67.1% | -30.9% |
| YTD | -31.7% | -99.7% | +68.1% | -29.9% |
| 1Y | -41.3% | -99.9% | +58.6% | -39.5% |
| 3Y | -18.3% | -100.0% | +81.7% | -14.8% |
| 5Y | -10.3% | -100.0% | +89.7% | -6.2% |
| All | +100.8% | -100.0% | +200.8% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling