+1,598.5%
TSM vs ZTS
+75.1%
+1,523.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | -12.5% | +11.0% | -23.5% | -16.2% |
| 3M | -5.0% | +10.9% | -15.9% | -9.4% |
| 6M | -3.2% | +0.9% | -4.1% | -5.2% |
| YTD | +31.5% | -33.0% | +64.5% | +50.5% |
| 1Y | +35.7% | -29.6% | +65.3% | +51.5% |
| 3Y | +323.5% | -49.0% | +372.5% | +425.4% |
| 5Y | +263.4% | -59.5% | +322.9% | +394.5% |
| 10Y | +1,598.5% | +77.0% | +1,521.5% | +1,112.6% |
| All | +1,598.5% | +75.1% | +1,523.4% | +1,112.6% |
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 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