+205.7%
ZTS vs TEL
+611.0%
-405.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +5.6% | +4.5% | +1.1% | +3.7% |
| 30D | +12.1% | +2.9% | +9.2% | +10.6% |
| 3M | +11.3% | +1.1% | +10.1% | +10.1% |
| 6M | +14.3% | +5.0% | +9.3% | +10.5% |
| YTD | -31.9% | -3.9% | -28.0% | -32.3% |
| 1Y | -29.3% | -7.4% | -21.8% | -28.8% |
| 3Y | -48.0% | +81.0% | -129.0% | -62.3% |
| 5Y | -58.9% | +42.3% | -101.2% | -67.3% |
| 10Y | +81.7% | +284.8% | -203.2% | -12.4% |
| All | +205.7% | +611.0% | -405.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling