+205.7%
ZTS vs TTMI
+826.0%
-620.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | +5.6% | +11.4% | -5.8% | +4.1% |
| 30D | +12.1% | -28.3% | +40.4% | +14.8% |
| 3M | +11.3% | -46.7% | +57.9% | +17.4% |
| 6M | +14.3% | -56.1% | +70.4% | +21.9% |
| YTD | -31.9% | +7.4% | -39.2% | -38.1% |
| 1Y | -29.3% | +17.4% | -46.7% | -37.1% |
| 3Y | -48.0% | +429.1% | -477.2% | -66.3% |
| 5Y | -58.9% | +418.8% | -477.7% | -73.9% |
| 10Y | +81.7% | +411.2% | -329.6% | +9.7% |
| All | +205.7% | +826.0% | -620.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling