+199.5%
ZTS vs TYL
+692.7%
-493.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -8.5% |
| 7D | +4.9% | +15.1% | -10.2% | +0.2% |
| 30D | +15.9% | +30.1% | -14.2% | +6.2% |
| 3M | +11.1% | +40.4% | -29.3% | -1.0% |
| 6M | -26.0% | +31.3% | -57.3% | -33.2% |
| YTD | -33.3% | -5.2% | -28.1% | -33.6% |
| 1Y | -30.3% | -6.6% | -23.7% | -30.3% |
| 3Y | -47.0% | +3.4% | -50.4% | -50.2% |
| 5Y | -59.7% | -19.3% | -40.4% | -59.9% |
| 10Y | +80.3% | +178.1% | -97.8% | +24.2% |
| All | +199.5% | +692.7% | -493.3% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling