-58.5%
ZTS vs TPR
+292.1%
-350.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | +1.9% | -23.0% | +24.9% | +6.5% |
| 3M | -4.0% | -12.5% | +8.5% | -2.4% |
| 6M | -39.1% | -21.4% | -17.7% | -36.8% |
| YTD | -38.8% | -3.5% | -35.3% | -38.2% |
| 1Y | -49.6% | +17.4% | -66.9% | -50.5% |
| All | -58.5% | +292.1% | -350.6% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling