-57.9%
ZTS vs TT
+124.8%
-182.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.9% | -7.2% | +9.1% | +3.4% |
| 3M | -4.0% | -3.0% | -1.0% | -3.8% |
| 6M | -39.1% | +1.4% | -40.5% | -39.4% |
| YTD | -38.8% | +15.9% | -54.7% | -40.7% |
| 1Y | -49.6% | +9.4% | -59.0% | -50.5% |
| All | -57.9% | +124.8% | -182.8% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling