+105.9%
T vs ZTS
-57.7%
+163.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | +11.4% | +1.9% | +9.5% | +11.1% |
| 3M | +14.3% | -4.0% | +18.3% | +14.6% |
| 6M | -9.3% | -39.1% | +29.9% | -5.2% |
| YTD | +7.1% | -38.8% | +45.9% | +11.7% |
| 1Y | -9.1% | -49.6% | +40.5% | -2.9% |
| All | +105.9% | -57.7% | +163.6% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling