-5.8%
TDG vs ZS
-31.8%
+26.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +7.1% | -12.3% | +19.3% | +7.0% |
| 30D | +11.4% | +11.2% | +0.1% | +11.3% |
| 3M | -4.6% | +37.5% | -42.1% | -4.6% |
| 6M | +5.8% | +57.8% | -52.0% | +5.0% |
| YTD | -8.5% | -0.2% | -8.3% | -6.1% |
| 1Y | -5.8% | -31.6% | +25.8% | -3.3% |
| All | -5.8% | -31.8% | +26.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling