-53.1%
TE vs ZS
+204.7%
-257.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | -5.9% | -7.2% | +1.3% | -4.5% |
| 3M | -45.6% | +30.5% | -76.0% | -49.6% |
| 6M | -43.4% | +7.0% | -50.3% | -47.0% |
| YTD | -31.0% | -26.8% | -4.1% | -28.7% |
| 1Y | +145.2% | -42.6% | +187.8% | +168.8% |
| 3Y | -24.1% | -0.3% | -23.7% | -30.3% |
| 5Y | -48.1% | -39.2% | -8.9% | -50.8% |
| All | -53.1% | +204.7% | -257.8% | -54.1% |
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