-50.1%
ZTS vs TLN
-18.5%
-31.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.2% |
| 7D | -3.8% | +5.8% | -9.6% | -4.1% |
| 30D | -2.0% | -6.9% | +4.8% | -1.8% |
| 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% | -40.4% |
| 1Y | -50.1% | -17.9% | -32.2% | -49.1% |
| All | -50.1% | -18.5% | -31.6% | -49.1% |
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