+19.4%
TSN vs ZYBT
-42.3%
+61.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.4% |
| 7D | +8.4% | -3.5% | +12.0% | +8.4% |
| 30D | +16.1% | +15.1% | +1.0% | +16.1% |
| 3M | +3.2% | +7.0% | -3.9% | +3.1% |
| 6M | -11.1% | +37.7% | -48.8% | -11.2% |
| YTD | +5.1% | +19.1% | -14.1% | +5.5% |
| 1Y | +19.4% | -38.3% | +57.7% | +19.6% |
| All | +19.4% | -42.3% | +61.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling