+19.6%
TMO vs ZTS
-59.2%
+78.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -3.7% | +3.1% | +0.6% |
| 30D | +1.1% | -0.8% | +1.9% | +1.2% |
| 3M | +28.3% | -9.7% | +38.1% | +32.3% |
| 6M | +23.3% | -38.4% | +61.7% | +43.8% |
| YTD | +5.5% | -41.1% | +46.5% | +25.2% |
| 1Y | +24.5% | -50.6% | +75.2% | +58.4% |
| 3Y | +19.6% | -59.1% | +78.7% | +59.7% |
| All | +19.6% | -59.2% | +78.7% | +59.7% |
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