+189.6%
ZTS vs TT
+1,450.5%
-1,261.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.2% |
| 7D | -0.4% | -2.0% | +1.6% | +0.4% |
| 30D | +11.7% | -14.0% | +25.7% | +17.7% |
| 3M | +3.5% | -15.9% | +19.3% | +9.7% |
| 6M | -27.6% | -17.3% | -10.3% | -23.0% |
| YTD | -35.5% | +4.0% | -39.4% | -37.7% |
| 1Y | -32.1% | -7.1% | -25.0% | -31.5% |
| 3Y | -49.1% | +90.2% | -139.3% | -62.8% |
| 5Y | -61.0% | +131.1% | -192.1% | -74.6% |
| 10Y | +74.4% | +777.7% | -703.3% | -36.3% |
| All | +189.6% | +1,450.5% | -1,261.0% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling