+78.9%
ZTS vs TYL
+185.3%
-106.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -7.4% | +0.5% | -8.0% | -7.7% |
| 30D | +9.9% | +25.2% | -15.3% | +1.1% |
| 3M | +10.3% | +31.8% | -21.4% | -0.8% |
| 6M | +9.2% | +36.3% | -27.1% | -3.8% |
| YTD | -32.9% | -6.3% | -26.6% | -32.8% |
| 1Y | -29.7% | -9.5% | -20.2% | -28.7% |
| 3Y | -49.0% | +1.6% | -50.6% | -52.4% |
| 5Y | -59.3% | -21.8% | -37.5% | -58.8% |
| 10Y | +78.9% | +183.3% | -104.3% | +12.1% |
| All | +78.9% | +185.3% | -106.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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