-19.3%
TLT vs ZTS
+56.7%
-76.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +0.4% |
| 30D | -0.3% | +1.2% | -1.5% | -0.3% |
| 3M | -1.7% | -6.0% | +4.3% | -1.8% |
| 6M | -4.9% | -38.7% | +33.8% | -5.1% |
| YTD | -2.8% | -40.6% | +37.8% | -3.1% |
| 1Y | -4.2% | -50.6% | +46.4% | -4.7% |
| 3Y | -1.1% | -58.7% | +57.7% | -1.9% |
| 5Y | -33.7% | -62.8% | +29.1% | -35.0% |
| All | -19.3% | +56.7% | -76.1% | -14.1% |
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 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