+85.9%
ZTS vs TSN
+15.3%
+70.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | +12.4% | +10.2% | +2.2% | +9.9% |
| 3M | +13.6% | +7.2% | +6.4% | +11.6% |
| 6M | +9.3% | -10.6% | +19.9% | +12.0% |
| YTD | -32.6% | +3.7% | -36.3% | -33.5% |
| 1Y | -30.0% | +13.5% | -43.5% | -32.6% |
| 3Y | -48.7% | +40.1% | -88.8% | -53.2% |
| 5Y | -59.3% | -14.5% | -44.9% | -58.9% |
| All | +85.9% | +15.3% | +70.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling