+4.1%
TLT vs ZTS
-49.4%
+53.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.3% | -0.6% | +0.4% | -0.3% |
| 30D | +3.7% | +11.0% | -7.3% | +2.9% |
| 3M | -0.7% | +10.9% | -11.6% | -1.5% |
| 6M | -4.2% | +0.9% | -5.1% | -4.5% |
| YTD | -4.0% | -33.0% | +29.0% | -1.7% |
| 1Y | -5.8% | -29.6% | +23.8% | -4.0% |
| 3Y | +4.1% | -49.0% | +53.1% | +13.0% |
| All | +4.1% | -49.4% | +53.5% | +13.0% |
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