+81.8%
ZTS vs Z
+6.9%
+74.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.9% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | +11.7% | +8.3% | +3.4% | +10.2% |
| 3M | +3.5% | -11.6% | +15.1% | +5.3% |
| 6M | -27.6% | -33.6% | +6.0% | -23.1% |
| YTD | -35.5% | -56.7% | +21.2% | -27.1% |
| 1Y | -32.1% | -59.1% | +27.0% | -22.7% |
| 3Y | -49.1% | -20.4% | -28.7% | -49.4% |
| 5Y | -61.0% | -55.3% | -5.8% | -59.3% |
| 10Y | +74.4% | -14.2% | +88.6% | +48.7% |
| All | +81.8% | +6.9% | +74.9% | +49.7% |
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