-62.8%
ZTS vs TTMI
+798.2%
-861.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -4.5% | +6.0% | -10.5% | -5.0% |
| 30D | -3.3% | -6.4% | +3.1% | -3.0% |
| 3M | -9.7% | -28.9% | +19.2% | -7.7% |
| 6M | -38.8% | +26.9% | -65.7% | -42.0% |
| YTD | -41.2% | +77.3% | -118.5% | -47.1% |
| 1Y | -50.3% | +147.5% | -197.8% | -57.9% |
| 3Y | -59.1% | +847.6% | -906.8% | -74.4% |
| 5Y | -62.8% | +802.2% | -865.0% | -76.8% |
| All | -62.8% | +798.2% | -861.0% | -76.8% |
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