+151.8%
TER vs ZTS
-51.2%
+203.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.2% |
| 7D | -20.5% | -0.4% | -20.1% | -20.2% |
| 30D | -47.0% | +11.7% | -58.7% | -48.3% |
| 3M | -43.3% | +3.5% | -46.7% | -43.9% |
| 6M | -42.9% | -27.6% | -15.3% | -35.3% |
| YTD | +12.9% | -35.5% | +48.3% | +34.8% |
| 1Y | +18.2% | -32.1% | +50.3% | +37.4% |
| 3Y | +151.8% | -49.1% | +200.9% | +240.6% |
| All | +151.8% | -51.2% | +203.0% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling