+148.6%
TE vs ZS
-37.1%
+185.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | -4.0% | -7.8% | +3.9% | -3.2% |
| 30D | -15.9% | +5.0% | -20.9% | -16.4% |
| 3M | -60.5% | +25.5% | -86.1% | -61.4% |
| 6M | -35.2% | +8.7% | -43.9% | -37.8% |
| YTD | -31.1% | -24.5% | -6.6% | -29.1% |
| 1Y | +148.6% | -36.7% | +185.3% | +166.2% |
| All | +148.6% | -37.1% | +185.7% | +166.2% |
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 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