+55.7%
ZTS vs TCOM
-9.8%
+65.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | -4.9% | +1.2% | -3.1% |
| 30D | -0.8% | -14.4% | +13.6% | +1.3% |
| 3M | -9.7% | -17.7% | +7.9% | -7.5% |
| 6M | -38.4% | -25.1% | -13.3% | -36.1% |
| YTD | -41.1% | -45.7% | +4.6% | -36.5% |
| 1Y | -50.6% | -47.9% | -2.8% | -46.5% |
| 3Y | -59.1% | +8.9% | -68.1% | -61.0% |
| 5Y | -62.7% | +26.9% | -89.6% | -66.5% |
| All | +55.7% | -9.8% | +65.5% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling