+166.5%
ZTS vs TGT
+301.3%
-134.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -4.8% | -0.6% | -4.1% | -4.6% |
| 30D | +1.2% | +9.5% | -8.3% | -1.2% |
| 3M | -6.0% | +32.3% | -38.3% | -12.8% |
| 6M | -38.7% | +37.0% | -75.8% | -43.6% |
| YTD | -40.6% | +71.0% | -111.7% | -48.5% |
| 1Y | -50.6% | +85.0% | -135.6% | -58.0% |
| 3Y | -58.7% | +46.8% | -105.6% | -64.2% |
| 5Y | -62.8% | -22.7% | -40.1% | -62.9% |
| 10Y | +56.2% | +216.3% | -160.1% | +11.4% |
| All | +166.5% | +301.3% | -134.9% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling