-48.0%
ZTS vs THC
+423.7%
-471.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.6% | +1.0% | +4.6% | +5.4% |
| 30D | +12.1% | +5.3% | +6.8% | +11.4% |
| 3M | +11.3% | +7.1% | +4.2% | +10.3% |
| 6M | +14.3% | +46.0% | -31.7% | +9.1% |
| YTD | -31.9% | +43.9% | -75.8% | -35.1% |
| 1Y | -29.3% | +45.4% | -74.7% | -32.7% |
| 3Y | -48.0% | +421.3% | -469.3% | -58.9% |
| All | -48.0% | +423.7% | -471.7% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling