+112.0%
T vs ZTS
+196.1%
-84.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | -1.1% | +11.0% | -12.1% | -3.5% |
| 3M | -7.7% | +10.9% | -18.7% | -10.2% |
| 6M | -10.6% | +0.9% | -11.6% | -11.3% |
| YTD | -7.5% | -33.0% | +25.5% | -0.3% |
| 1Y | -7.4% | -29.6% | +22.2% | -1.5% |
| 3Y | +63.1% | -49.0% | +112.1% | +84.2% |
| 5Y | +55.2% | -59.5% | +114.7% | +83.1% |
| 10Y | +58.8% | +77.0% | -18.2% | +33.3% |
| All | +112.0% | +196.1% | -84.1% | +62.6% |
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