+166.5%
ZTS vs TEL
+573.7%
-407.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.2% |
| 7D | -4.8% | -1.4% | -3.3% | -4.2% |
| 30D | +1.2% | -4.9% | +6.1% | +3.2% |
| 3M | -6.0% | +0.1% | -6.1% | -6.8% |
| 6M | -38.7% | +0.4% | -39.1% | -39.6% |
| YTD | -40.6% | -8.9% | -31.7% | -39.4% |
| 1Y | -50.6% | -0.3% | -50.3% | -51.8% |
| 3Y | -58.7% | +67.6% | -126.4% | -69.0% |
| 5Y | -62.8% | +50.7% | -113.5% | -71.1% |
| 10Y | +56.2% | +288.6% | -232.4% | -24.6% |
| All | +166.5% | +573.7% | -407.2% | +10.0% |
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