+3,259.2%
TSM vs ZTS
+170.4%
+3,088.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +2.7% | -2.0% | +4.7% | +3.4% |
| 30D | +3.6% | +1.9% | +1.7% | +2.5% |
| 3M | -3.4% | -4.0% | +0.6% | -2.9% |
| 6M | +20.6% | -39.1% | +59.7% | +42.0% |
| YTD | +41.9% | -38.8% | +80.7% | +66.4% |
| 1Y | +84.4% | -49.6% | +133.9% | +132.1% |
| 3Y | +380.2% | -59.0% | +439.2% | +540.7% |
| 5Y | +275.3% | -61.8% | +337.1% | +404.5% |
| 10Y | +1,751.4% | +61.4% | +1,689.9% | +1,404.8% |
| All | +3,259.2% | +170.4% | +3,088.8% | +2,243.5% |
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