+87.8%
ZTS vs TT
+725.1%
-637.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.6% |
| 7D | +5.6% | +4.0% | +1.5% | +4.0% |
| 30D | +12.1% | -11.3% | +23.4% | +16.8% |
| 3M | +11.3% | -12.3% | +23.6% | +16.2% |
| 6M | +14.3% | -10.8% | +25.2% | +17.8% |
| YTD | -31.9% | +8.2% | -40.0% | -35.3% |
| 1Y | -29.3% | +1.5% | -30.7% | -31.1% |
| 3Y | -48.0% | +91.5% | -139.5% | -62.7% |
| 5Y | -58.9% | +130.2% | -189.1% | -73.7% |
| All | +87.8% | +725.1% | -637.3% | -34.8% |
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