-49.1%
ZTS vs TPR
+407.4%
-456.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -0.4% | +14.2% | -14.6% | -2.8% |
| 30D | +11.7% | +17.1% | -5.4% | +8.5% |
| 3M | +3.5% | -17.7% | +21.2% | +6.4% |
| 6M | -27.6% | -10.2% | -17.4% | -26.6% |
| YTD | -35.5% | +4.9% | -40.4% | -35.9% |
| 1Y | -32.1% | +36.1% | -68.2% | -34.5% |
| 3Y | -49.1% | +416.5% | -465.5% | -60.0% |
| All | -49.1% | +407.4% | -456.5% | -60.0% |
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