+55.7%
ZTS vs TGT
+207.4%
-151.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -5.2% | +1.5% | -2.4% |
| 30D | -0.8% | +1.2% | -2.0% | -1.1% |
| 3M | -9.7% | +18.4% | -28.1% | -13.9% |
| 6M | -38.4% | +33.4% | -71.8% | -42.9% |
| YTD | -41.1% | +63.8% | -104.9% | -48.4% |
| 1Y | -50.6% | +77.2% | -127.8% | -57.7% |
| 3Y | -59.1% | +41.8% | -100.9% | -64.3% |
| 5Y | -62.7% | -25.5% | -37.2% | -62.4% |
| All | +55.7% | +207.4% | -151.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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