-60.2%
ZTS vs TFC
-0.4%
-59.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.1% |
| 7D | -1.0% | +0.3% | -1.4% | -1.0% |
| 30D | +10.8% | +9.2% | +1.6% | +8.2% |
| 3M | +14.1% | -2.9% | +17.0% | +15.0% |
| 6M | +0.8% | +3.5% | -2.7% | -0.5% |
| YTD | -33.1% | +5.4% | -38.5% | -34.2% |
| 1Y | -30.0% | +17.3% | -47.3% | -33.1% |
| 3Y | -49.5% | +96.7% | -146.2% | -58.8% |
| 5Y | -60.2% | -1.1% | -59.1% | -61.3% |
| All | -60.2% | -0.4% | -59.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling