+174.6%
ZTS vs TCOM
+276.5%
-101.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | -9.5% | +7.5% | -0.8% |
| 30D | +1.9% | -10.7% | +12.6% | +3.3% |
| 3M | -4.0% | -14.6% | +10.6% | -2.3% |
| 6M | -39.1% | -19.3% | -19.8% | -37.6% |
| YTD | -38.8% | -42.9% | +4.1% | -34.8% |
| 1Y | -49.6% | -43.8% | -5.8% | -46.2% |
| 3Y | -59.0% | +2.1% | -61.1% | -60.3% |
| 5Y | -61.8% | +31.2% | -93.0% | -65.4% |
| 10Y | +61.4% | -13.9% | +75.4% | +45.7% |
| All | +174.6% | +276.5% | -101.9% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling