-62.8%
ZTS vs TNA
-26.1%
-36.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | -4.5% | -7.6% | +3.1% | -3.1% |
| 30D | -3.3% | -13.6% | +10.3% | -0.7% |
| 3M | -9.7% | +2.8% | -12.6% | -10.9% |
| 6M | -38.8% | +34.5% | -73.3% | -43.1% |
| YTD | -41.2% | +41.0% | -82.2% | -46.1% |
| 1Y | -50.3% | +52.0% | -102.3% | -55.5% |
| 3Y | -59.1% | +103.5% | -162.6% | -68.5% |
| 5Y | -62.8% | -22.5% | -40.2% | -68.9% |
| All | -62.8% | -26.1% | -36.7% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling