+77.0%
ZTS vs TT
+744.7%
-667.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +11.0% | -11.8% | +22.7% | +15.9% |
| 3M | +10.9% | -11.6% | +22.5% | +15.6% |
| 6M | +0.9% | -9.3% | +10.2% | +3.2% |
| YTD | -33.0% | +8.9% | -41.9% | -36.5% |
| 1Y | -29.6% | -2.2% | -27.4% | -30.4% |
| 3Y | -49.0% | +91.9% | -140.9% | -63.4% |
| 5Y | -59.5% | +136.0% | -195.5% | -74.4% |
| 10Y | +77.0% | +734.7% | -657.7% | -39.2% |
| All | +77.0% | +744.7% | -667.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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