+309.1%
TMUS vs ZTS
+54.3%
+254.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -0.3% | -4.8% | +4.5% | +1.2% |
| 30D | +3.1% | +1.2% | +1.9% | +2.6% |
| 3M | +2.4% | -6.0% | +8.4% | +4.2% |
| 6M | -17.1% | -38.7% | +21.7% | -5.4% |
| YTD | -9.1% | -40.6% | +31.5% | +4.6% |
| 1Y | -23.6% | -50.6% | +27.0% | -7.1% |
| 3Y | +38.8% | -58.7% | +97.6% | +75.7% |
| 5Y | +43.0% | -62.8% | +105.8% | +85.6% |
| 10Y | +309.1% | +56.2% | +252.9% | +190.8% |
| All | +309.1% | +54.3% | +254.8% | +190.8% |
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