-26.7%
ZTS vs THC
+46.1%
-72.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.6% | -2.1% | +6.1% |
| 7D | +15.4% | +8.8% | +6.6% | +14.0% |
| 30D | +25.8% | +12.6% | +13.1% | +23.8% |
| 3M | +18.1% | +15.4% | +2.7% | +16.0% |
| 6M | -19.7% | +57.7% | -77.4% | -23.8% |
| YTD | -27.5% | +47.1% | -74.6% | -30.4% |
| 1Y | -26.7% | +40.7% | -67.4% | -29.2% |
| All | -26.7% | +46.1% | -72.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling