+2,951.8%
TSM vs ZTS
+195.6%
+2,756.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -14.3% | +10.8% | -25.1% | -17.6% |
| 3M | -7.2% | +14.1% | -21.3% | -12.2% |
| 6M | -5.1% | +0.8% | -5.9% | -6.9% |
| YTD | +28.9% | -33.1% | +62.0% | +45.7% |
| 1Y | +37.1% | -30.0% | +67.1% | +51.8% |
| 3Y | +341.5% | -49.5% | +391.0% | +440.0% |
| 5Y | +245.7% | -60.2% | +305.9% | +358.2% |
| 10Y | +1,502.2% | +77.0% | +1,425.2% | +1,154.9% |
| All | +2,951.8% | +195.6% | +2,756.2% | +1,952.3% |
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