-62.4%
ZTS vs TD
+123.1%
-185.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -3.8% | -1.9% | -1.8% | -3.0% |
| 30D | -2.0% | -1.6% | -0.4% | -1.6% |
| 3M | -10.2% | +4.6% | -14.8% | -12.5% |
| 6M | -39.4% | +26.8% | -66.2% | -45.8% |
| YTD | -40.8% | +28.3% | -69.1% | -47.4% |
| 1Y | -50.1% | +60.4% | -110.6% | -59.8% |
| 3Y | -58.9% | +125.7% | -184.6% | -71.9% |
| 5Y | -62.4% | +122.4% | -184.7% | -73.6% |
| All | -62.4% | +123.1% | -185.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling