+108.2%
T vs ZS
+0.9%
+107.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.5% |
| 7D | -1.5% | -9.2% | +7.7% | -1.9% |
| 30D | +7.6% | -4.0% | +11.6% | +7.5% |
| 3M | +15.3% | +25.3% | -10.0% | +16.4% |
| 6M | -8.5% | -1.3% | -7.2% | -7.9% |
| YTD | +6.8% | -28.0% | +34.8% | +6.3% |
| 1Y | -7.2% | -42.5% | +35.3% | -8.2% |
| 3Y | +108.2% | +0.7% | +107.5% | +104.2% |
| All | +108.2% | +0.9% | +107.4% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 3y: compounded portfolio wealth divided by compounded ZS 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…
3y analysis · Full analysis span regression · 6 months rolling