-49.1%
ZTS vs TYL
+2.6%
-51.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | -0.4% | +6.7% | -7.1% | -1.7% |
| 30D | +11.7% | +26.5% | -14.8% | +6.5% |
| 3M | +3.5% | +37.3% | -33.8% | -3.1% |
| 6M | -27.6% | +31.2% | -58.8% | -31.9% |
| YTD | -35.5% | -7.4% | -28.1% | -35.0% |
| 1Y | -32.1% | -9.6% | -22.5% | -31.2% |
| 3Y | -49.1% | +1.9% | -51.0% | -52.3% |
| All | -49.1% | +2.6% | -51.7% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling