+379.4%
TTD vs ZTS
+63.6%
+315.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -3.9% |
| 7D | +6.3% | -2.0% | +8.3% | +8.0% |
| 30D | -23.9% | +1.9% | -25.8% | -24.8% |
| 3M | -31.4% | -4.0% | -27.4% | -29.3% |
| 6M | -42.7% | -39.1% | -3.5% | -17.9% |
| YTD | -62.0% | -38.8% | -23.2% | -45.9% |
| 1Y | -72.2% | -49.6% | -22.6% | -54.0% |
| 3Y | -81.9% | -59.0% | -23.0% | -65.1% |
| 5Y | -81.5% | -61.8% | -19.8% | -61.4% |
| All | +379.4% | +63.6% | +315.9% | +278.6% |
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