-62.3%
ZTS vs TDG
+126.1%
-188.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -3.7% | -1.9% | -1.9% | -3.1% |
| 30D | -0.8% | -7.7% | +6.9% | +2.3% |
| 3M | -9.7% | -9.3% | -0.4% | -6.4% |
| 6M | -38.4% | -9.4% | -29.0% | -36.3% |
| YTD | -41.1% | -14.3% | -26.8% | -38.0% |
| 1Y | -50.6% | -11.8% | -38.8% | -48.7% |
| 3Y | -59.1% | +52.0% | -111.1% | -66.8% |
| All | -62.3% | +126.1% | -188.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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