+500.3%
TTD vs ZTS
+78.9%
+421.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.6% |
| 7D | +20.8% | +1.0% | +19.7% | +20.0% |
| 30D | +27.1% | +12.4% | +14.7% | +15.1% |
| 3M | +14.7% | +13.6% | +1.1% | +2.4% |
| 6M | -26.8% | +9.3% | -36.1% | -32.6% |
| YTD | -59.2% | -32.6% | -26.7% | -46.5% |
| 1Y | -64.7% | -30.0% | -34.6% | -55.3% |
| 3Y | -75.8% | -48.7% | -27.1% | -61.9% |
| 5Y | -84.6% | -59.3% | -25.3% | -69.1% |
| All | +500.3% | +78.9% | +421.4% | +245.2% |
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