+72.4%
ZTS vs Z
+25.1%
+47.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | +1.9% | -4.2% | +6.1% | +2.4% |
| 3M | -4.0% | -3.7% | -0.3% | -3.8% |
| 6M | -39.1% | -24.5% | -14.6% | -36.7% |
| YTD | -38.8% | -49.3% | +10.5% | -32.5% |
| 1Y | -49.6% | -58.7% | +9.1% | -42.7% |
| 3Y | -59.0% | -34.1% | -24.8% | -58.0% |
| 5Y | -61.8% | -64.5% | +2.8% | -59.0% |
| 10Y | +61.4% | -0.5% | +61.9% | +34.3% |
| All | +72.4% | +25.1% | +47.3% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling