+88.8%
ZTS vs Z
+4.8%
+84.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.1% |
| 7D | -0.6% | -6.5% | +5.8% | +0.5% |
| 30D | +11.0% | -0.1% | +11.1% | +11.0% |
| 3M | +10.9% | -14.1% | +25.1% | +13.4% |
| 6M | +0.9% | -30.1% | +31.0% | +6.3% |
| YTD | -33.0% | -57.5% | +24.5% | -24.1% |
| 1Y | -29.6% | -60.3% | +30.7% | -19.5% |
| 3Y | -49.0% | -21.0% | -28.0% | -49.3% |
| 5Y | -59.5% | -54.9% | -4.6% | -57.7% |
| 10Y | +77.0% | -16.0% | +93.1% | +51.4% |
| All | +88.8% | +4.8% | +84.0% | +56.0% |
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 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