-62.4%
ZTS vs TRU
-36.4%
-25.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -3.8% | -6.5% | +2.7% | -2.0% |
| 30D | -2.0% | -2.5% | +0.5% | -1.4% |
| 3M | -10.2% | +10.4% | -20.6% | -13.1% |
| 6M | -39.4% | +1.6% | -41.1% | -40.3% |
| YTD | -40.8% | -9.7% | -31.1% | -40.0% |
| 1Y | -50.1% | -17.3% | -32.9% | -48.4% |
| 3Y | -58.9% | -1.8% | -57.1% | -61.5% |
| 5Y | -62.4% | -36.2% | -26.1% | -57.1% |
| All | -62.4% | -36.4% | -25.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling