-59.1%
ZTS vs TNA
+101.9%
-161.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -3.7% | -7.3% | +3.5% | -2.6% |
| 30D | -0.8% | -14.2% | +13.4% | +1.5% |
| 3M | -9.7% | -4.6% | -5.2% | -9.6% |
| 6M | -38.4% | +36.9% | -75.3% | -42.2% |
| YTD | -41.1% | +42.5% | -83.6% | -45.3% |
| 1Y | -50.6% | +45.8% | -96.4% | -54.6% |
| 3Y | -59.1% | +104.7% | -163.8% | -67.5% |
| All | -59.1% | +101.9% | -161.0% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling