-23.3%
ZTS vs TW
+209.8%
-233.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -4.5% | -2.7% | -1.8% | -3.7% |
| 30D | -3.3% | -1.7% | -1.6% | -2.9% |
| 3M | -9.7% | +1.6% | -11.3% | -10.6% |
| 6M | -38.8% | -17.7% | -21.2% | -35.6% |
| YTD | -41.2% | -4.3% | -36.8% | -41.2% |
| 1Y | -50.3% | -13.1% | -37.2% | -48.8% |
| 3Y | -59.1% | +20.3% | -79.4% | -63.4% |
| 5Y | -62.8% | +22.0% | -84.7% | -67.5% |
| All | -23.3% | +209.8% | -233.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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