+76.7%
ZTS vs Z
-14.8%
+91.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.0% |
| 7D | -1.0% | -5.2% | +4.1% | -0.1% |
| 30D | +10.8% | +5.7% | +5.1% | +9.7% |
| 3M | +14.1% | -8.7% | +22.8% | +15.5% |
| 6M | +0.8% | -26.0% | +26.7% | +5.2% |
| YTD | -33.1% | -55.0% | +21.9% | -24.8% |
| 1Y | -30.0% | -58.0% | +28.0% | -20.5% |
| 3Y | -49.5% | -15.2% | -34.3% | -50.4% |
| 5Y | -60.2% | -53.8% | -6.4% | -58.6% |
| All | +76.7% | -14.8% | +91.5% | +45.3% |
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