-55.8%
ZTS vs TEM
+46.9%
-102.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.4% |
| 7D | -4.5% | -9.2% | +4.7% | -3.9% |
| 30D | -3.3% | +5.5% | -8.8% | -4.0% |
| 3M | -9.7% | +18.7% | -28.5% | -11.3% |
| 6M | -38.8% | +15.4% | -54.2% | -39.9% |
| YTD | -41.2% | -0.5% | -40.7% | -41.8% |
| 1Y | -50.3% | -24.8% | -25.5% | -50.2% |
| All | -55.8% | +46.9% | -102.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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