Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ZTS vs TPR✓SelectedUSD · TPRZTS vs TPR performance historyLatest closeAs of-0.34%09/09
Stock and ETF performance explorer

ZTS vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+58.8%
TPR return
+299.5%
Excess return
-240.6%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D-0.3%-3.3%+3.0%+0.3%
7D-3.8%-7.3%+3.6%-2.2%
30D-2.0%-30.7%+28.7%+5.2%
3M-10.2%-21.6%+11.4%-6.2%
6M-39.4%-21.3%-18.1%-36.6%
YTD-40.8%-10.2%-30.6%-39.8%
1Y-50.1%+9.5%-59.6%-51.4%
3Y-58.9%+280.8%-339.7%-70.1%
5Y-62.4%+218.7%-281.1%-72.4%
10Y+58.8%+306.7%-247.9%-1.2%
All+58.8%+299.5%-240.6%-1.2%

Cumulative growth

Daily Returns

Daily percentage return beside TPR.

Daily Out/Under-Performance

Portfolio return minus TPR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TPR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TPR 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling