+56.2%
ZTS vs THC
+952.2%
-896.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | -4.8% | -2.6% | -2.2% | -4.5% |
| 30D | +1.2% | -1.2% | +2.4% | +1.4% |
| 3M | -6.0% | +58.9% | -64.9% | -11.6% |
| 6M | -38.7% | +9.3% | -48.1% | -39.8% |
| YTD | -40.6% | +30.4% | -71.0% | -43.0% |
| 1Y | -50.6% | +34.6% | -85.2% | -52.9% |
| 3Y | -58.7% | +246.7% | -305.4% | -65.8% |
| 5Y | -62.8% | +244.5% | -307.4% | -70.0% |
| 10Y | +56.2% | +950.1% | -893.9% | +8.8% |
| All | +56.2% | +952.2% | -896.0% | +8.8% |
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