+85.9%
ZTS vs TAP
-47.7%
+133.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.0% | -6.3% | +7.4% | +2.6% |
| 30D | +12.4% | +2.7% | +9.7% | +11.8% |
| 3M | +13.6% | -3.7% | +17.3% | +14.5% |
| 6M | +9.3% | -2.0% | +11.3% | +9.7% |
| YTD | -32.6% | -12.3% | -20.2% | -30.9% |
| 1Y | -30.0% | -10.1% | -20.0% | -28.7% |
| 3Y | -48.7% | -25.3% | -23.5% | -46.1% |
| 5Y | -59.3% | -1.9% | -57.4% | -60.2% |
| All | +85.9% | -47.7% | +133.5% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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