+3.1%
TLT vs ZTS
+196.5%
-193.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -1.0% | -7.4% | +6.4% | -1.2% |
| 30D | +3.7% | +9.9% | -6.2% | +3.9% |
| 3M | -0.8% | +10.3% | -11.1% | -0.5% |
| 6M | -3.6% | +9.2% | -12.7% | -3.3% |
| YTD | -3.9% | -32.9% | +29.0% | -4.9% |
| 1Y | -6.2% | -29.7% | +23.5% | -7.0% |
| 3Y | +4.2% | -49.0% | +53.1% | +2.4% |
| 5Y | -34.7% | -59.3% | +24.6% | -36.9% |
| 10Y | -11.8% | +78.9% | -90.8% | -0.3% |
| All | +3.1% | +196.5% | -193.3% | +25.2% |
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