+404.5%
TSM vs ZTS
-59.2%
+463.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.0% | -3.7% | +4.8% | +1.6% |
| 30D | +1.0% | -0.8% | +1.7% | +0.9% |
| 3M | +2.9% | -9.7% | +12.6% | +4.4% |
| 6M | +22.8% | -38.4% | +61.2% | +34.4% |
| YTD | +43.3% | -41.1% | +84.4% | +58.5% |
| 1Y | +69.2% | -50.6% | +119.8% | +94.6% |
| 3Y | +404.5% | -59.1% | +463.6% | +500.9% |
| All | +404.5% | -59.2% | +463.7% | +500.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling