+244.6%
TMUS vs ZTS
+78.1%
+166.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -7.4% | +15.6% | +10.5% |
| 30D | +13.4% | +9.9% | +3.5% | +9.9% |
| 3M | -3.0% | +10.3% | -13.4% | -6.3% |
| 6M | -8.8% | +9.2% | -18.0% | -11.7% |
| YTD | -13.8% | -32.9% | +19.1% | -4.9% |
| 1Y | -17.1% | -29.7% | +12.6% | -10.0% |
| 3Y | +22.7% | -49.0% | +71.6% | +43.6% |
| 5Y | +52.8% | -59.3% | +112.1% | +93.7% |
| 10Y | +244.6% | +78.9% | +165.7% | +134.8% |
| All | +244.6% | +78.1% | +166.5% | +134.8% |
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