+56.2%
ZTS vs TAP
-52.1%
+108.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.0% |
| 7D | -4.8% | -2.3% | -2.5% | -4.3% |
| 30D | +1.2% | -9.4% | +10.6% | +3.4% |
| 3M | -6.0% | -0.8% | -5.2% | -6.0% |
| 6M | -38.7% | -14.7% | -24.0% | -36.7% |
| YTD | -40.6% | -13.9% | -26.7% | -38.9% |
| 1Y | -50.6% | -18.6% | -32.0% | -48.6% |
| 3Y | -58.7% | -32.0% | -26.7% | -55.8% |
| 5Y | -62.8% | -1.0% | -61.8% | -63.8% |
| 10Y | +56.2% | -51.4% | +107.5% | +62.0% |
| All | +56.2% | -52.1% | +108.3% | +62.0% |
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