+87.8%
ZTS vs Z
-16.5%
+104.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.4% | +0.4% |
| 7D | +5.6% | +0.8% | +4.7% | +5.4% |
| 30D | +12.1% | +5.2% | +6.9% | +11.1% |
| 3M | +11.3% | -17.0% | +28.3% | +14.4% |
| 6M | +14.3% | -22.7% | +37.0% | +18.4% |
| YTD | -31.9% | -56.3% | +24.4% | -23.1% |
| 1Y | -29.3% | -57.7% | +28.4% | -19.8% |
| 3Y | -48.0% | -16.5% | -31.5% | -48.8% |
| 5Y | -58.9% | -53.4% | -5.5% | -57.3% |
| All | +87.8% | -16.5% | +104.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling