-42.6%
ZTS vs TE
-53.2%
+10.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.5% |
| 7D | -4.5% | +0.9% | -5.4% | -4.5% |
| 30D | -3.3% | -16.3% | +13.0% | -3.1% |
| 3M | -9.7% | -40.8% | +31.0% | -9.2% |
| 6M | -38.8% | -42.6% | +3.8% | -38.8% |
| YTD | -41.2% | -31.4% | -9.7% | -41.7% |
| 1Y | -50.3% | +144.9% | -195.2% | -53.5% |
| 3Y | -59.1% | -26.0% | -33.1% | -60.3% |
| 5Y | -62.8% | -48.5% | -14.3% | -63.5% |
| All | -42.6% | -53.2% | +10.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling