+298.3%
TSCO vs ZTS
+161.4%
+136.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.5% |
| 7D | -2.5% | -3.8% | +1.3% | -1.2% |
| 30D | -1.1% | -2.0% | +0.9% | -0.6% |
| 3M | +14.3% | -10.2% | +24.5% | +18.1% |
| 6M | -31.9% | -39.4% | +7.5% | -19.6% |
| YTD | -30.7% | -40.8% | +10.1% | -17.6% |
| 1Y | -41.1% | -50.1% | +9.1% | -25.9% |
| 3Y | -17.1% | -58.9% | +41.7% | +10.3% |
| 5Y | -7.5% | -62.4% | +54.8% | +25.0% |
| 10Y | +192.6% | +58.8% | +133.8% | +151.0% |
| All | +298.3% | +161.4% | +136.9% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling