-62.4%
ZTS vs TCOM
+25.9%
-88.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | -3.8% | -10.2% | +6.4% | -2.7% |
| 30D | -2.0% | -16.8% | +14.8% | -0.1% |
| 3M | -10.2% | -16.7% | +6.5% | -8.6% |
| 6M | -39.4% | -27.1% | -12.3% | -37.4% |
| YTD | -40.8% | -45.5% | +4.7% | -37.3% |
| 1Y | -50.1% | -45.9% | -4.2% | -47.1% |
| 3Y | -58.9% | +9.8% | -68.6% | -60.2% |
| 5Y | -62.4% | +23.8% | -86.2% | -65.8% |
| All | -62.4% | +25.9% | -88.3% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling