-27.6%
ZTS vs IR
+6.3%
-33.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.7% |
| 7D | -0.4% | +3.7% | -4.1% | -1.3% |
| 30D | +11.7% | +7.4% | +4.3% | +9.4% |
| 3M | +3.5% | -5.9% | +9.4% | +5.8% |
| 6M | -27.6% | +5.6% | -33.2% | -29.1% |
| All | -27.6% | +6.3% | -33.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · 6 months rolling