+74.2%
ZTS vs TYL
+168.7%
-94.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | -0.4% | +6.7% | -7.1% | -2.7% |
| 30D | +11.7% | +26.5% | -14.8% | +2.4% |
| 3M | +3.5% | +37.3% | -33.8% | -8.4% |
| 6M | -27.6% | +31.2% | -58.8% | -35.5% |
| YTD | -35.5% | -7.4% | -28.1% | -35.1% |
| 1Y | -32.1% | -9.6% | -22.5% | -31.1% |
| 3Y | -49.1% | +1.9% | -51.0% | -52.5% |
| 5Y | -61.0% | -21.1% | -39.9% | -60.7% |
| All | +74.2% | +168.7% | -94.4% | +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