-26.7%
ZTS vs TCOM
-39.6%
+12.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +6.9% |
| 7D | +15.4% | +10.7% | +4.7% | +13.6% |
| 30D | +25.8% | +10.1% | +15.7% | +23.9% |
| 3M | +18.1% | -8.9% | +27.0% | +18.8% |
| 6M | -19.7% | -19.2% | -0.6% | -18.3% |
| YTD | -27.5% | -40.6% | +13.1% | -27.1% |
| 1Y | -26.7% | -39.0% | +12.3% | -26.5% |
| All | -26.7% | -39.6% | +12.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling