-58.5%
ZTS vs TYL
-8.1%
-50.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | +1.9% | +18.7% | -16.8% | -1.9% |
| 3M | -4.0% | +18.1% | -22.1% | -7.7% |
| 6M | -39.1% | -1.1% | -38.0% | -39.4% |
| YTD | -38.8% | -19.8% | -19.0% | -36.0% |
| 1Y | -49.6% | -34.3% | -15.2% | -44.3% |
| All | -58.5% | -8.1% | -50.4% | -62.4% |
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 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