-49.1%
ZTS vs TAP
-23.7%
-25.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | +11.7% | +9.1% | +2.6% | +9.6% |
| 3M | +3.5% | -3.8% | +7.2% | +4.3% |
| 6M | -27.6% | -3.4% | -24.2% | -27.2% |
| YTD | -35.5% | -10.6% | -24.8% | -34.3% |
| 1Y | -32.1% | -4.4% | -27.7% | -31.8% |
| 3Y | -49.1% | -24.4% | -24.7% | -46.3% |
| All | -49.1% | -23.7% | -25.4% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling