-55.5%
ZTS vs TLN
+589.3%
-644.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.3% |
| 7D | -3.8% | +5.8% | -9.6% | -3.9% |
| 30D | -2.0% | -6.9% | +4.8% | -1.9% |
| 3M | -10.2% | -10.9% | +0.7% | -10.1% |
| 6M | -39.4% | -4.6% | -34.8% | -39.3% |
| YTD | -40.8% | -14.7% | -26.1% | -40.6% |
| 1Y | -50.1% | -17.9% | -32.2% | -49.9% |
| 3Y | -58.9% | +483.9% | -542.8% | -64.0% |
| All | -55.5% | +589.3% | -644.8% | -60.8% |
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 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