+55.5%
ZTS vs TTMI
+1,087.8%
-1,032.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -4.5% | +6.0% | -10.5% | -5.4% |
| 30D | -3.3% | -6.4% | +3.1% | -2.9% |
| 3M | -9.7% | -28.9% | +19.2% | -6.8% |
| 6M | -38.8% | +26.9% | -65.7% | -43.4% |
| YTD | -41.2% | +77.3% | -118.5% | -49.5% |
| 1Y | -50.3% | +147.5% | -197.8% | -60.6% |
| 3Y | -59.1% | +847.6% | -906.8% | -76.9% |
| 5Y | -62.8% | +802.2% | -865.0% | -79.3% |
| All | +55.5% | +1,087.8% | -1,032.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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