+77.0%
ZTS vs TPR
+403.1%
-326.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.2% |
| 7D | -1.0% | +12.7% | -13.7% | -3.6% |
| 30D | +10.8% | +17.1% | -6.3% | +7.1% |
| 3M | +14.1% | -15.9% | +29.9% | +17.4% |
| 6M | +0.8% | +2.6% | -1.9% | -0.9% |
| YTD | -33.1% | +7.5% | -40.6% | -34.6% |
| 1Y | -30.0% | +32.9% | -62.9% | -34.5% |
| 3Y | -49.5% | +413.8% | -463.4% | -65.7% |
| 5Y | -60.2% | +263.9% | -324.1% | -71.7% |
| 10Y | +77.0% | +389.7% | -312.7% | +5.9% |
| All | +77.0% | +403.1% | -326.1% | +5.9% |
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