-62.8%
ZTS vs Z
-67.0%
+4.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.5% | -1.9% |
| 7D | -4.8% | -3.3% | -1.5% | -4.3% |
| 30D | +1.2% | -3.7% | +5.0% | +1.8% |
| 3M | -6.0% | -7.0% | +1.0% | -5.3% |
| 6M | -38.7% | -29.5% | -9.2% | -35.3% |
| YTD | -40.6% | -52.6% | +11.9% | -33.5% |
| 1Y | -50.6% | -64.0% | +13.4% | -42.2% |
| 3Y | -58.7% | -36.4% | -22.3% | -57.4% |
| 5Y | -62.8% | -65.8% | +2.9% | -62.0% |
| All | -62.8% | -67.0% | +4.2% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling