-10.4%
TSCO vs ZTS
-63.0%
+52.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.7% | -3.7% | -1.9% | -4.4% |
| 30D | -8.8% | -0.8% | -8.0% | -8.7% |
| 3M | +6.3% | -9.7% | +16.1% | +9.8% |
| 6M | -32.3% | -38.4% | +6.1% | -20.0% |
| YTD | -32.7% | -41.1% | +8.4% | -19.2% |
| 1Y | -43.7% | -50.6% | +6.9% | -28.0% |
| 3Y | -19.7% | -59.1% | +39.5% | +9.4% |
| All | -10.4% | -63.0% | +52.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 5y: compounded portfolio wealth divided by compounded ZTS 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…
5y analysis · Full analysis span regression · 6 months rolling