+145.3%
T vs ZTS
+170.4%
-25.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | +11.4% | +1.9% | +9.5% | +10.8% |
| 3M | +14.3% | -4.0% | +18.3% | +15.1% |
| 6M | -9.3% | -39.1% | +29.9% | +0.3% |
| YTD | +7.1% | -38.8% | +45.9% | +18.1% |
| 1Y | -9.1% | -49.6% | +40.5% | +4.6% |
| 3Y | +105.3% | -59.0% | +164.3% | +145.2% |
| 5Y | +66.8% | -61.8% | +128.6% | +99.2% |
| 10Y | +66.8% | +61.4% | +5.3% | +43.3% |
| All | +145.3% | +170.4% | -25.0% | +92.5% |
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 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