+87.8%
ZTS vs TD
+300.0%
-212.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +5.6% | +1.1% | +4.5% | +5.0% |
| 30D | +12.1% | +5.2% | +6.9% | +9.7% |
| 3M | +11.3% | +1.2% | +10.0% | +10.5% |
| 6M | +14.3% | +17.7% | -3.4% | +5.1% |
| YTD | -31.9% | +34.2% | -66.1% | -41.2% |
| 1Y | -29.3% | +55.4% | -84.7% | -43.1% |
| 3Y | -48.0% | +130.4% | -178.4% | -65.9% |
| 5Y | -58.9% | +101.8% | -160.7% | -71.5% |
| All | +87.8% | +300.0% | -212.2% | -14.0% |
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