+262.0%
TER vs ZTS
-57.7%
+319.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | -2.0% | +2.6% | +1.1% |
| 30D | -8.3% | +1.9% | -10.2% | -9.2% |
| 3M | -12.2% | -4.0% | -8.2% | -12.0% |
| 6M | +17.1% | -39.1% | +56.2% | +42.6% |
| YTD | +84.7% | -38.8% | +123.5% | +124.0% |
| 1Y | +199.9% | -49.6% | +249.5% | +298.3% |
| All | +262.0% | -57.7% | +319.8% | +400.1% |
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