+57.8%
T vs ZTS
-58.9%
+116.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.5% | +5.6% | -3.0% | +1.7% |
| 30D | -3.8% | +12.1% | -15.9% | -5.5% |
| 3M | -8.7% | +11.3% | -20.0% | -10.4% |
| 6M | -8.1% | +14.3% | -22.4% | -10.2% |
| YTD | -6.4% | -31.9% | +25.4% | -2.1% |
| 1Y | -9.8% | -29.3% | +19.5% | -6.3% |
| 3Y | +65.5% | -48.0% | +113.5% | +79.1% |
| All | +57.8% | -58.9% | +116.8% | +55.4% |
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