+76.7%
ZTS vs TT
+744.1%
-667.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.9% |
| 7D | -1.0% | +1.7% | -2.8% | -1.7% |
| 30D | +10.8% | -11.8% | +22.6% | +15.7% |
| 3M | +14.1% | -12.6% | +26.7% | +19.3% |
| 6M | +0.8% | -9.4% | +10.1% | +3.1% |
| YTD | -33.1% | +8.8% | -41.9% | -36.6% |
| 1Y | -30.0% | -2.5% | -27.5% | -30.7% |
| 3Y | -49.5% | +95.7% | -145.2% | -64.1% |
| 5Y | -60.2% | +135.7% | -196.0% | -74.9% |
| All | +76.7% | +744.1% | -667.4% | -39.3% |
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