-58.7%
ZTS vs TW
+41.2%
-100.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | +3.9% | +1.6% | +4.5% |
| 30D | +12.1% | +19.9% | -7.8% | +6.9% |
| 3M | +11.3% | +25.9% | -14.7% | +4.7% |
| 6M | +14.3% | +21.1% | -6.8% | +8.3% |
| YTD | -31.9% | +23.9% | -55.8% | -36.3% |
| 1Y | -29.3% | +21.2% | -50.5% | -33.5% |
| 3Y | -48.0% | +44.8% | -92.8% | -55.7% |
| All | -58.7% | +41.2% | -100.0% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling