+56.2%
ZTS vs ALL
+355.7%
-299.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.1% |
| 7D | -4.8% | -1.7% | -3.1% | -4.2% |
| 30D | +1.2% | -4.7% | +5.9% | +3.0% |
| 3M | -6.0% | +18.4% | -24.4% | -11.8% |
| 6M | -38.7% | +20.5% | -59.2% | -42.9% |
| YTD | -40.6% | +23.5% | -64.2% | -45.2% |
| 1Y | -50.6% | +29.0% | -79.6% | -55.3% |
| 3Y | -58.7% | +153.7% | -212.5% | -72.0% |
| 5Y | -62.8% | +114.8% | -177.6% | -73.8% |
| 10Y | +56.2% | +356.1% | -299.9% | -18.7% |
| All | +56.2% | +355.7% | -299.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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