+174.6%
ZTS vs TPR
+252.1%
-77.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | +1.9% | -23.0% | +24.9% | +7.0% |
| 3M | -4.0% | -12.5% | +8.5% | -2.0% |
| 6M | -39.1% | -21.4% | -17.7% | -36.4% |
| YTD | -38.8% | -3.5% | -35.3% | -38.7% |
| 1Y | -49.6% | +17.4% | -66.9% | -51.6% |
| 3Y | -59.0% | +291.3% | -350.2% | -70.2% |
| 5Y | -61.8% | +241.9% | -303.7% | -72.2% |
| 10Y | +61.4% | +322.7% | -261.2% | -2.1% |
| All | +174.6% | +252.1% | -77.5% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling