-29.3%
ZTS vs TYL
-8.8%
-20.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +0.8% | +4.7% | +5.4% |
| 30D | +12.1% | +21.1% | -9.0% | +8.2% |
| 3M | +11.3% | +28.9% | -17.6% | +6.2% |
| 6M | +14.3% | +42.0% | -27.7% | +7.5% |
| YTD | -31.9% | -6.6% | -25.3% | -31.1% |
| 1Y | -29.3% | -9.1% | -20.2% | -27.4% |
| All | -29.3% | -8.8% | -20.4% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling