+413.4%
TDG vs ZS
+498.3%
-84.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -7.7% | -7.2% | -0.5% | -7.1% |
| 3M | -9.3% | +30.5% | -39.8% | -12.5% |
| 6M | -9.4% | +7.0% | -16.4% | -12.0% |
| YTD | -14.3% | -26.8% | +12.6% | -12.8% |
| 1Y | -11.8% | -42.6% | +30.8% | -7.7% |
| 3Y | +52.0% | -0.3% | +52.3% | +45.0% |
| 5Y | +128.8% | -39.2% | +168.0% | +120.9% |
| All | +413.4% | +498.3% | -84.9% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling