-48.0%
ZTS vs TW
+44.1%
-92.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +5.6% | +3.9% | +1.6% | +4.9% |
| 30D | +12.1% | +19.9% | -7.8% | +9.2% |
| 3M | +11.3% | +25.9% | -14.7% | +7.6% |
| 6M | +14.3% | +21.1% | -6.8% | +11.0% |
| YTD | -31.9% | +23.9% | -55.8% | -34.3% |
| 1Y | -29.3% | +21.2% | -50.5% | -31.6% |
| 3Y | -48.0% | +44.8% | -92.8% | -49.8% |
| All | -48.0% | +44.1% | -92.1% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling