+361.1%
TTD vs ZTS
+58.2%
+303.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -4.6% | -3.8% | -0.9% | -1.6% |
| 30D | +3.7% | -2.0% | +5.7% | +5.0% |
| 3M | -30.2% | -10.2% | -20.0% | -24.1% |
| 6M | -51.4% | -39.4% | -12.0% | -29.9% |
| YTD | -63.4% | -40.8% | -22.6% | -46.6% |
| 1Y | -73.5% | -50.1% | -23.4% | -55.8% |
| 3Y | -83.5% | -58.9% | -24.6% | -68.2% |
| 5Y | -80.9% | -62.4% | -18.6% | -59.7% |
| All | +361.1% | +58.2% | +303.0% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling