+55.5%
ZTS vs TD
+303.5%
-248.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.3% |
| 30D | -3.3% | -1.0% | -2.3% | -3.1% |
| 3M | -9.7% | +5.6% | -15.4% | -12.6% |
| 6M | -38.8% | +27.1% | -65.9% | -45.7% |
| YTD | -41.2% | +29.4% | -70.6% | -48.3% |
| 1Y | -50.3% | +60.7% | -111.0% | -60.6% |
| 3Y | -59.1% | +127.6% | -186.8% | -73.0% |
| 5Y | -62.8% | +125.4% | -188.2% | -75.6% |
| All | +55.5% | +303.5% | -248.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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