+1,508.0%
TER vs ZTS
+195.6%
+1,312.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.7% | +9.1% | +10.9% |
| 7D | -5.8% | -1.0% | -4.7% | -5.2% |
| 30D | -38.9% | +10.8% | -49.7% | -42.4% |
| 3M | -35.1% | +14.1% | -49.2% | -40.5% |
| 6M | -31.6% | +0.8% | -32.3% | -34.5% |
| YTD | +27.2% | -33.1% | +60.3% | +51.5% |
| 1Y | +35.2% | -30.0% | +65.2% | +56.2% |
| 3Y | +192.8% | -49.5% | +242.3% | +299.3% |
| 5Y | +72.4% | -60.2% | +132.7% | +167.8% |
| 10Y | +1,001.8% | +77.0% | +924.8% | +765.4% |
| All | +1,508.0% | +195.6% | +1,312.4% | +950.9% |
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