-23.2%
ZTS vs TW
+206.7%
-229.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.7% | -4.5% | +0.7% | -2.4% |
| 30D | -0.8% | -2.3% | +1.5% | -0.2% |
| 3M | -9.7% | +2.6% | -12.3% | -10.8% |
| 6M | -38.4% | -17.5% | -20.8% | -35.2% |
| YTD | -41.1% | -5.3% | -35.8% | -40.9% |
| 1Y | -50.6% | -14.8% | -35.8% | -48.9% |
| 3Y | -59.1% | +18.8% | -78.0% | -63.3% |
| 5Y | -62.7% | +20.7% | -83.4% | -67.4% |
| All | -23.2% | +206.7% | -229.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling