+1,815.4%
TSM vs ZTS
+56.2%
+1,759.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +4.8% | -3.8% | +8.5% | +6.2% |
| 30D | +4.0% | -2.0% | +6.1% | +4.5% |
| 3M | +2.0% | -10.2% | +12.2% | +5.2% |
| 6M | +25.5% | -39.4% | +64.9% | +49.7% |
| YTD | +44.0% | -40.8% | +84.8% | +73.3% |
| 1Y | +75.4% | -50.1% | +125.5% | +126.1% |
| 3Y | +406.7% | -58.9% | +465.6% | +590.4% |
| 5Y | +285.0% | -62.4% | +347.3% | +434.2% |
| 10Y | +1,815.4% | +58.8% | +1,756.6% | +1,436.1% |
| All | +1,815.4% | +56.2% | +1,759.2% | +1,436.1% |
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 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