+66.1%
T vs ZTS
-62.4%
+128.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | -1.5% | -4.8% | +3.2% | -0.8% |
| 30D | +7.6% | +1.2% | +6.4% | +7.4% |
| 3M | +15.3% | -6.0% | +21.3% | +16.2% |
| 6M | -8.5% | -38.7% | +30.3% | -2.5% |
| YTD | +6.8% | -40.6% | +47.4% | +14.1% |
| 1Y | -7.2% | -50.6% | +43.4% | +2.0% |
| 3Y | +108.2% | -58.7% | +167.0% | +134.5% |
| 5Y | +66.1% | -62.8% | +128.9% | +72.5% |
| All | +66.1% | -62.4% | +128.5% | +72.5% |
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