+165.6%
ZTS vs TDY
+767.4%
-601.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -3.8% | -1.8% | -1.9% | -3.0% |
| 30D | -2.0% | -13.8% | +11.7% | +4.0% |
| 3M | -10.2% | -3.9% | -6.3% | -9.3% |
| 6M | -39.4% | -9.0% | -30.4% | -37.4% |
| YTD | -40.8% | +16.5% | -57.4% | -45.2% |
| 1Y | -50.1% | +9.3% | -59.4% | -52.7% |
| 3Y | -58.9% | +45.1% | -104.0% | -66.0% |
| 5Y | -62.4% | +35.0% | -97.3% | -68.3% |
| 10Y | +58.8% | +469.0% | -410.2% | -31.7% |
| All | +165.6% | +767.4% | -601.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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