+78.9%
ZTS vs TFC
+81.3%
-2.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.4% | -1.2% | -6.2% | -7.1% |
| 30D | +9.9% | +7.8% | +2.1% | +7.7% |
| 3M | +10.3% | -3.0% | +13.3% | +11.3% |
| 6M | +9.2% | +5.8% | +3.4% | +7.2% |
| YTD | -32.9% | +5.3% | -38.2% | -34.0% |
| 1Y | -29.7% | +15.7% | -45.4% | -32.6% |
| 3Y | -49.0% | +94.8% | -143.8% | -58.4% |
| 5Y | -59.3% | 0.0% | -59.3% | -61.0% |
| 10Y | +78.9% | +79.0% | -0.1% | +37.0% |
| All | +78.9% | +81.3% | -2.4% | +37.0% |
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