+55.7%
ZTS vs TEL
+316.2%
-260.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -1.3% |
| 7D | -3.7% | +1.6% | -5.3% | -4.4% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | -9.7% | +2.4% | -12.2% | -11.3% |
| 6M | -38.4% | +4.1% | -42.5% | -40.2% |
| YTD | -41.1% | -5.8% | -35.3% | -40.8% |
| 1Y | -50.6% | +0.9% | -51.5% | -52.1% |
| 3Y | -59.1% | +72.6% | -131.7% | -70.0% |
| 5Y | -62.7% | +57.5% | -120.3% | -71.9% |
| All | +55.7% | +316.2% | -260.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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