-48.0%
ZTS vs TPR
+403.8%
-451.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +12.1% | +15.1% | -3.0% | +9.2% |
| 3M | +11.3% | +3.5% | +7.7% | +10.4% |
| 6M | +14.3% | +0.4% | +13.9% | +12.8% |
| YTD | -31.9% | +4.6% | -36.5% | -32.3% |
| 1Y | -29.3% | +33.1% | -62.4% | -31.6% |
| 3Y | -48.0% | +396.0% | -444.0% | -59.5% |
| All | -48.0% | +403.8% | -451.8% | -59.5% |
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 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