+174.6%
ZTS vs TT
+1,628.6%
-1,454.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | +1.9% | -7.4% | +9.3% | +4.8% |
| 3M | -4.0% | -3.2% | -0.8% | -3.5% |
| 6M | -39.1% | +1.1% | -40.2% | -39.9% |
| YTD | -38.8% | +15.6% | -54.4% | -42.9% |
| 1Y | -49.6% | +9.2% | -58.7% | -51.9% |
| 3Y | -59.0% | +124.4% | -183.4% | -72.0% |
| 5Y | -61.8% | +138.0% | -199.8% | -75.1% |
| 10Y | +61.4% | +886.4% | -824.9% | -43.3% |
| All | +174.6% | +1,628.6% | -1,454.0% | -20.0% |
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 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