+203.3%
TSCO vs ZS
+504.0%
-300.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.2% | -4.0% |
| 7D | -2.5% | -3.8% | +1.4% | -2.1% |
| 30D | -1.1% | -6.0% | +4.9% | -0.6% |
| 3M | +14.3% | +32.0% | -17.7% | +9.8% |
| 6M | -31.9% | +2.1% | -34.0% | -33.6% |
| YTD | -30.7% | -26.2% | -4.5% | -29.6% |
| 1Y | -41.1% | -41.2% | +0.1% | -38.3% |
| 3Y | -17.1% | +3.3% | -20.5% | -22.0% |
| 5Y | -7.5% | -40.7% | +33.2% | -11.0% |
| All | +203.3% | +504.0% | -300.7% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling