-19.7%
TSCO vs ZS
+1.4%
-21.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.6% |
| 7D | -5.7% | -3.1% | -2.6% | -5.5% |
| 30D | -8.8% | -7.2% | -1.6% | -8.4% |
| 3M | +6.3% | +30.5% | -24.1% | +4.3% |
| 6M | -32.3% | +7.0% | -39.2% | -33.5% |
| YTD | -32.7% | -26.8% | -5.9% | -30.8% |
| 1Y | -43.7% | -42.6% | -1.1% | -40.2% |
| 3Y | -19.7% | -0.3% | -19.4% | -27.5% |
| All | -19.7% | +1.4% | -21.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 3y: compounded portfolio wealth divided by compounded ZS 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…
3y analysis · Full analysis span regression · 6 months rolling