-58.7%
ZTS vs TYL
-23.0%
-35.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +0.8% | +4.7% | +5.3% |
| 30D | +12.1% | +21.1% | -9.0% | +5.3% |
| 3M | +11.3% | +28.9% | -17.6% | +2.2% |
| 6M | +14.3% | +42.0% | -27.7% | +1.0% |
| YTD | -31.9% | -6.6% | -25.3% | -31.3% |
| 1Y | -29.3% | -9.1% | -20.2% | -27.9% |
| 3Y | -48.0% | +1.8% | -49.9% | -51.5% |
| All | -58.7% | -23.0% | -35.7% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling