-80.6%
TTD vs ZTS
-62.4%
-18.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.1% | -0.7% |
| 7D | +1.7% | -4.8% | +6.5% | +5.4% |
| 30D | +1.6% | +1.2% | +0.4% | +0.3% |
| 3M | -27.8% | -6.0% | -21.8% | -24.6% |
| 6M | -52.1% | -38.7% | -13.4% | -33.6% |
| YTD | -63.1% | -40.6% | -22.4% | -47.8% |
| 1Y | -73.1% | -50.6% | -22.5% | -56.1% |
| 3Y | -83.3% | -58.7% | -24.5% | -69.0% |
| 5Y | -80.6% | -62.8% | -17.8% | -56.5% |
| All | -80.6% | -62.4% | -18.2% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling