-58.7%
ZTS vs TTMI
+416.2%
-475.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +5.6% | +11.4% | -5.8% | +4.8% |
| 30D | +12.1% | -28.3% | +40.4% | +13.5% |
| 3M | +11.3% | -46.7% | +57.9% | +14.8% |
| 6M | +14.3% | -56.1% | +70.4% | +19.0% |
| YTD | -31.9% | +7.4% | -39.2% | -37.4% |
| 1Y | -29.3% | +17.4% | -46.7% | -36.3% |
| 3Y | -48.0% | +429.1% | -477.2% | -66.2% |
| All | -58.7% | +416.2% | -475.0% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling