+995.4%
TER vs ZTS
+80.8%
+914.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | +14.4% | +5.6% | +8.8% | +11.2% |
| 30D | -30.6% | +12.1% | -42.7% | -35.3% |
| 3M | -39.2% | +11.3% | -50.5% | -43.8% |
| 6M | -31.3% | +14.3% | -45.6% | -39.2% |
| YTD | +29.1% | -31.9% | +61.0% | +55.7% |
| 1Y | +47.4% | -29.3% | +76.7% | +72.7% |
| 3Y | +191.2% | -48.0% | +239.3% | +305.4% |
| 5Y | +74.0% | -58.9% | +132.9% | +183.0% |
| All | +995.4% | +80.8% | +914.6% | +549.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling