+165.6%
ZTS vs TNA
+268.4%
-102.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.5% |
| 7D | -3.8% | -3.6% | -0.2% | -3.1% |
| 30D | -2.0% | -10.1% | +8.0% | -0.1% |
| 3M | -10.2% | +2.7% | -12.9% | -11.3% |
| 6M | -39.4% | +38.4% | -77.8% | -44.1% |
| YTD | -40.8% | +45.4% | -86.3% | -46.2% |
| 1Y | -50.1% | +55.9% | -106.1% | -55.7% |
| 3Y | -58.9% | +109.8% | -168.7% | -68.4% |
| 5Y | -62.4% | -22.5% | -39.9% | -67.3% |
| 10Y | +58.8% | +87.5% | -28.7% | -11.7% |
| All | +165.6% | +268.4% | -102.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling