+290.7%
TSM vs ZTS
-62.4%
+353.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +3.1% |
| 7D | +6.0% | -4.8% | +10.8% | +7.3% |
| 30D | +4.5% | +1.2% | +3.3% | +3.9% |
| 3M | +3.1% | -6.0% | +9.1% | +4.1% |
| 6M | +30.2% | -38.7% | +68.9% | +48.5% |
| YTD | +45.2% | -40.6% | +85.8% | +67.2% |
| 1Y | +79.6% | -50.6% | +130.2% | +119.3% |
| 3Y | +411.0% | -58.7% | +469.7% | +547.5% |
| 5Y | +290.7% | -62.8% | +353.5% | +371.1% |
| All | +290.7% | -62.4% | +353.1% | +371.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling