+81.2%
TSCO vs ZM
+47.0%
+34.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -5.7% | 0.0% | -5.1% |
| 30D | -8.8% | -9.1% | +0.3% | -7.9% |
| 3M | +6.3% | +3.5% | +2.8% | +5.7% |
| 6M | -32.3% | +25.7% | -57.9% | -34.3% |
| YTD | -32.7% | +10.8% | -43.5% | -34.0% |
| 1Y | -43.7% | +12.8% | -56.4% | -45.0% |
| 3Y | -19.7% | +33.1% | -52.8% | -23.6% |
| 5Y | -11.6% | -68.3% | +56.7% | -8.1% |
| All | +81.2% | +47.0% | +34.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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