-26.7%
ZTS vs TNA
+37.5%
-64.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.1% | +6.9% |
| 7D | +15.4% | +2.4% | +13.0% | +15.0% |
| 30D | +25.8% | -0.9% | +26.7% | +25.7% |
| 3M | +18.1% | -19.2% | +37.3% | +21.3% |
| 6M | -19.7% | -0.8% | -18.9% | -20.9% |
| YTD | -27.5% | +33.2% | -60.7% | -32.6% |
| 1Y | -26.7% | +38.5% | -65.2% | -33.0% |
| All | -26.7% | +37.5% | -64.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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