+2,233.7%
TER vs ZTS
+170.4%
+2,063.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | -8.3% | +1.9% | -10.2% | -10.1% |
| 3M | -12.2% | -4.0% | -8.2% | -12.5% |
| 6M | +17.1% | -39.1% | +56.2% | +48.4% |
| YTD | +84.7% | -38.8% | +123.5% | +132.5% |
| 1Y | +199.9% | -49.6% | +249.5% | +318.8% |
| 3Y | +232.8% | -59.0% | +291.7% | +414.9% |
| 5Y | +198.6% | -61.8% | +260.3% | +376.6% |
| 10Y | +1,669.7% | +61.4% | +1,608.3% | +1,369.7% |
| All | +2,233.7% | +170.4% | +2,063.4% | +1,512.8% |
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 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