-49.3%
ZTS vs TLN
+733.8%
-783.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +1.0% | +22.3% | -21.2% | +0.9% |
| 30D | +12.4% | +1.2% | +11.2% | +12.5% |
| 3M | +13.6% | +5.9% | +7.7% | +13.5% |
| 6M | +9.3% | +3.2% | +6.1% | +9.2% |
| YTD | -32.6% | +3.2% | -35.7% | -32.6% |
| 1Y | -30.0% | +5.2% | -35.2% | -30.1% |
| 3Y | -48.7% | +606.3% | -655.0% | -55.2% |
| All | -49.3% | +733.8% | -783.1% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling