+174.6%
ZTS vs TFC
+182.2%
-7.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | +2.4% | -4.4% | -2.7% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | -4.0% | +6.1% | -10.1% | -5.9% |
| 6M | -39.1% | +7.3% | -46.5% | -40.5% |
| YTD | -38.8% | +8.2% | -47.0% | -40.4% |
| 1Y | -49.6% | +14.4% | -64.0% | -51.7% |
| 3Y | -59.0% | +93.7% | -152.7% | -67.1% |
| 5Y | -61.8% | +16.4% | -78.2% | -65.2% |
| 10Y | +61.4% | +101.6% | -40.1% | +6.5% |
| All | +174.6% | +182.2% | -7.6% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling