-62.8%
ZTS vs TFC
+15.2%
-78.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.4% |
| 7D | -4.8% | +2.2% | -7.0% | -5.4% |
| 30D | +1.2% | -2.5% | +3.7% | +1.9% |
| 3M | -6.0% | +4.5% | -10.6% | -7.4% |
| 6M | -38.7% | +11.0% | -49.7% | -40.5% |
| YTD | -40.6% | +5.9% | -46.5% | -41.7% |
| 1Y | -50.6% | +14.6% | -65.2% | -52.5% |
| 3Y | -58.7% | +96.7% | -155.5% | -66.2% |
| 5Y | -62.8% | +15.6% | -78.4% | -65.2% |
| All | -62.8% | +15.2% | -78.0% | -65.2% |
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