+1,064.9%
TMUS vs ZTS
+170.4%
+894.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +5.3% | +1.9% | +3.3% | +4.6% |
| 3M | +3.1% | -4.0% | +7.1% | +4.2% |
| 6M | -16.5% | -39.1% | +22.7% | -4.8% |
| YTD | -9.2% | -38.8% | +29.6% | +3.2% |
| 1Y | -26.5% | -49.6% | +23.1% | -11.7% |
| 3Y | +39.0% | -59.0% | +98.0% | +75.0% |
| 5Y | +40.4% | -61.8% | +102.1% | +77.9% |
| 10Y | +303.7% | +61.4% | +242.3% | +212.1% |
| All | +1,064.9% | +170.4% | +894.5% | +681.6% |
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