+77.0%
ZTS vs THC
+1,325.8%
-1,248.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | -1.0% | +7.5% | -8.5% | -1.9% |
| 30D | +10.8% | +9.6% | +1.2% | +9.5% |
| 3M | +14.1% | +10.3% | +3.8% | +12.6% |
| 6M | +0.8% | +51.8% | -51.0% | -5.0% |
| YTD | -33.1% | +45.4% | -78.5% | -36.8% |
| 1Y | -30.0% | +40.8% | -70.8% | -33.6% |
| 3Y | -49.5% | +448.8% | -498.3% | -60.8% |
| 5Y | -60.2% | +263.4% | -323.6% | -68.3% |
| 10Y | +77.0% | +1,800.1% | -1,723.0% | +16.0% |
| All | +77.0% | +1,325.8% | -1,248.7% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling