-26.7%
ZTS vs TLN
-17.6%
-9.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -8.5% | +16.0% | +7.3% |
| 7D | +15.4% | -6.0% | +21.5% | +15.3% |
| 30D | +25.8% | -1.5% | +27.3% | +25.3% |
| 3M | +18.1% | -3.9% | +22.0% | +17.7% |
| 6M | -19.7% | -15.0% | -4.7% | -19.2% |
| YTD | -27.5% | -12.8% | -14.7% | -27.1% |
| 1Y | -26.7% | -17.3% | -9.4% | -26.8% |
| All | -26.7% | -17.6% | -9.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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