+202.6%
ZTS vs TD
+402.9%
-200.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | +0.6% | +0.5% | +0.8% |
| 30D | +12.4% | +5.0% | +7.5% | +10.2% |
| 3M | +13.6% | +1.1% | +12.5% | +12.9% |
| 6M | +9.3% | +16.5% | -7.1% | +1.5% |
| YTD | -32.6% | +34.3% | -66.8% | -41.3% |
| 1Y | -30.0% | +52.9% | -82.9% | -42.7% |
| 3Y | -48.7% | +132.2% | -180.9% | -65.7% |
| 5Y | -59.3% | +101.9% | -161.2% | -71.2% |
| 10Y | +79.8% | +302.0% | -222.2% | -9.9% |
| All | +202.6% | +402.9% | -200.4% | +38.1% |
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