-26.7%
ZTS vs TFC
+20.8%
-47.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.5% | +6.0% |
| 7D | +15.4% | +5.1% | +10.4% | +12.7% |
| 30D | +25.8% | +9.8% | +16.0% | +20.3% |
| 3M | +18.1% | -2.4% | +20.5% | +19.0% |
| 6M | -19.7% | +4.9% | -24.7% | -22.3% |
| YTD | -27.5% | +6.6% | -34.1% | -31.9% |
| 1Y | -26.7% | +21.3% | -48.0% | -39.8% |
| All | -26.7% | +20.8% | -47.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling