+77.0%
ZTS vs TYL
+169.5%
-92.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | -0.6% | +4.3% | -4.9% | -2.2% |
| 30D | +11.0% | +28.0% | -17.0% | +1.3% |
| 3M | +10.9% | +32.3% | -21.4% | -0.4% |
| 6M | +0.9% | +29.9% | -29.0% | -9.4% |
| YTD | -33.0% | -7.1% | -25.9% | -32.7% |
| 1Y | -29.6% | -9.2% | -20.4% | -28.7% |
| 3Y | -49.0% | +0.7% | -49.7% | -52.3% |
| 5Y | -59.5% | -21.1% | -38.4% | -59.2% |
| 10Y | +77.0% | +180.8% | -103.8% | +11.5% |
| All | +77.0% | +169.5% | -92.5% | +11.5% |
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