-55.6%
ZTS vs TEM
+53.2%
-108.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.3% | 0.0% |
| 7D | -3.8% | -1.1% | -2.7% | -3.7% |
| 30D | -2.0% | +11.3% | -13.3% | -3.0% |
| 3M | -10.2% | +25.5% | -35.7% | -12.1% |
| 6M | -39.4% | +17.1% | -56.5% | -40.5% |
| YTD | -40.8% | +3.8% | -44.6% | -41.6% |
| 1Y | -50.1% | -24.4% | -25.8% | -50.1% |
| All | -55.6% | +53.2% | -108.8% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling