-54.3%
ZTS vs BTSG
+493.4%
-547.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +5.6% | +6.0% | -0.5% | +4.9% |
| 30D | +12.1% | +12.4% | -0.3% | +10.8% |
| 3M | +11.3% | +18.2% | -7.0% | +9.3% |
| 6M | +14.3% | +26.0% | -11.7% | +10.1% |
| YTD | -31.9% | +90.1% | -122.0% | -38.4% |
| 1Y | -29.3% | +124.3% | -153.5% | -37.4% |
| All | -54.3% | +493.4% | -547.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling