+201.1%
ZTS vs TSN
+250.2%
-49.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -7.4% | -0.3% | -7.2% | -7.4% |
| 30D | +9.9% | +11.8% | -1.9% | +7.3% |
| 3M | +10.3% | +7.1% | +3.2% | +8.6% |
| 6M | +9.2% | -9.2% | +18.3% | +11.2% |
| YTD | -32.9% | +4.8% | -37.7% | -33.9% |
| 1Y | -29.7% | +11.6% | -41.4% | -31.8% |
| 3Y | -49.0% | +41.5% | -90.5% | -53.1% |
| 5Y | -59.3% | -15.5% | -43.7% | -58.8% |
| 10Y | +78.9% | +16.9% | +62.1% | +65.1% |
| All | +201.1% | +250.2% | -49.1% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling