-29.3%
ZTS vs TFC
+15.7%
-45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | +5.6% | +2.3% | +3.3% | +4.3% |
| 30D | +12.1% | +10.8% | +1.3% | +6.9% |
| 3M | +11.3% | -3.8% | +15.0% | +13.1% |
| 6M | +14.3% | +9.6% | +4.7% | +6.1% |
| YTD | -31.9% | +5.8% | -37.7% | -35.9% |
| 1Y | -29.3% | +16.2% | -45.4% | -40.0% |
| All | -29.3% | +15.7% | -45.0% | -40.0% |
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 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