-24.1%
TE vs ZS
+1.4%
-25.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.8% |
| 30D | -5.9% | -7.2% | +1.3% | -4.6% |
| 3M | -45.6% | +30.5% | -76.0% | -49.4% |
| 6M | -43.4% | +7.0% | -50.3% | -47.4% |
| YTD | -31.0% | -26.8% | -4.1% | -27.4% |
| 1Y | +145.2% | -42.6% | +187.8% | +177.4% |
| 3Y | -24.1% | -0.3% | -23.7% | -38.2% |
| All | -24.1% | +1.4% | -25.5% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling