+58.8%
ZTS vs TFC
+97.4%
-38.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -2.0% | -2.3% | +0.3% | -1.4% |
| 3M | -10.2% | +2.5% | -12.7% | -11.0% |
| 6M | -39.4% | +9.5% | -48.9% | -41.0% |
| YTD | -40.8% | +5.1% | -45.9% | -41.8% |
| 1Y | -50.1% | +15.5% | -65.6% | -52.2% |
| 3Y | -58.9% | +95.2% | -154.1% | -66.5% |
| 5Y | -62.4% | +14.5% | -76.8% | -65.3% |
| 10Y | +58.8% | +97.2% | -38.4% | +15.1% |
| All | +58.8% | +97.4% | -38.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling