+9.1%
TE vs ZS
+9.6%
-0.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -19.1% | -2.6% | -16.4% | -18.6% |
| 30D | -34.1% | -12.8% | -21.3% | -32.2% |
| 3M | -60.1% | +2.3% | -62.4% | -60.5% |
| 6M | -66.0% | +26.3% | -92.2% | -69.2% |
| YTD | -71.4% | -14.4% | -57.0% | -71.0% |
| 1Y | -45.3% | -37.6% | -7.6% | -38.9% |
| 3Y | +9.1% | +8.0% | +1.1% | +30.6% |
| All | +9.1% | +9.6% | -0.4% | +30.6% |
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