+939.7%
TMUS vs ZTS
+185.1%
+754.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | +3.6% | -0.4% | +4.0% | +3.4% |
| 30D | -3.4% | +11.7% | -15.1% | -6.8% |
| 3M | -9.5% | +3.5% | -12.9% | -10.8% |
| 6M | -15.2% | -27.6% | +12.4% | -8.4% |
| YTD | -18.9% | -35.5% | +16.5% | -9.7% |
| 1Y | -17.7% | -32.1% | +14.4% | -10.0% |
| 3Y | +15.6% | -49.1% | +64.7% | +34.5% |
| 5Y | +38.9% | -61.0% | +99.9% | +75.2% |
| 10Y | +245.3% | +74.4% | +170.9% | +160.1% |
| All | +939.7% | +185.1% | +754.6% | +584.1% |
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