+407.4%
TDG vs ZS
+494.5%
-87.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -2.7% | -8.1% | +5.4% | -1.7% |
| 30D | -9.3% | -8.4% | -0.8% | -8.5% |
| 3M | -7.1% | +31.1% | -38.1% | -10.4% |
| 6M | -11.2% | +4.4% | -15.5% | -13.5% |
| YTD | -15.3% | -27.3% | +12.1% | -13.8% |
| 1Y | -12.5% | -41.4% | +28.9% | -8.7% |
| 3Y | +51.2% | +1.7% | +49.5% | +43.8% |
| 5Y | +126.1% | -39.6% | +165.7% | +118.4% |
| All | +407.4% | +494.5% | -87.1% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling