+174.6%
ZTS vs TD
+390.7%
-216.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | 0.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.9% | +0.4% | +1.5% | +1.5% |
| 3M | -4.0% | +7.6% | -11.6% | -7.7% |
| 6M | -39.1% | +25.0% | -64.1% | -45.3% |
| YTD | -38.8% | +31.0% | -69.8% | -46.2% |
| 1Y | -49.6% | +65.2% | -114.7% | -60.1% |
| 3Y | -59.0% | +122.5% | -181.5% | -72.0% |
| 5Y | -61.8% | +124.8% | -186.6% | -74.3% |
| 10Y | +61.4% | +298.2% | -236.8% | -18.7% |
| All | +174.6% | +390.7% | -216.1% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling