+4.3%
TLT vs ZTS
+170.4%
-166.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.4% | -2.0% | +1.5% | -0.5% |
| 30D | -0.6% | +1.9% | -2.5% | -0.5% |
| 3M | -2.7% | -4.0% | +1.3% | -2.8% |
| 6M | -5.6% | -39.1% | +33.5% | -6.8% |
| YTD | -2.8% | -38.8% | +36.0% | -4.0% |
| 1Y | -1.4% | -49.6% | +48.1% | -3.3% |
| 3Y | -1.6% | -59.0% | +57.4% | -4.2% |
| 5Y | -33.8% | -61.8% | +27.9% | -36.0% |
| 10Y | -21.1% | +61.4% | -82.6% | -11.1% |
| All | +4.3% | +170.4% | -166.0% | +26.4% |
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