+85.9%
ZTS vs TPR
+365.1%
-279.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | -1.1% | +2.2% | +1.3% |
| 30D | +12.4% | +15.1% | -2.7% | +9.0% |
| 3M | +13.6% | -13.4% | +27.0% | +16.2% |
| 6M | +9.3% | +1.4% | +8.0% | +7.8% |
| YTD | -32.6% | +4.8% | -37.4% | -33.7% |
| 1Y | -30.0% | +29.2% | -59.2% | -34.1% |
| 3Y | -48.7% | +403.7% | -452.4% | -65.0% |
| 5Y | -59.3% | +230.8% | -290.1% | -70.5% |
| All | +85.9% | +365.1% | -279.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling