-62.8%
ZTS vs TGT
-26.4%
-36.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -4.5% | -5.0% | +0.6% | -3.1% |
| 30D | -3.3% | +3.0% | -6.3% | -4.2% |
| 3M | -9.7% | +22.6% | -32.4% | -14.9% |
| 6M | -38.8% | +31.2% | -70.0% | -43.3% |
| YTD | -41.2% | +63.7% | -104.9% | -48.7% |
| 1Y | -50.3% | +78.5% | -128.8% | -57.7% |
| 3Y | -59.1% | +40.5% | -99.7% | -64.8% |
| 5Y | -62.8% | -25.6% | -37.2% | -62.5% |
| All | -62.8% | -26.4% | -36.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling