-48.5%
TE vs ZS
+199.9%
-248.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.6% | +14.6% | +11.1% |
| 7D | +18.2% | -9.2% | +27.4% | +20.9% |
| 30D | -13.5% | -4.0% | -9.5% | -13.1% |
| 3M | -44.6% | +25.3% | -69.9% | -48.1% |
| 6M | -24.7% | -1.3% | -23.4% | -28.0% |
| YTD | -24.3% | -28.0% | +3.7% | -21.4% |
| 1Y | +155.6% | -42.5% | +198.0% | +179.8% |
| 3Y | -18.3% | +0.7% | -19.0% | -25.2% |
| 5Y | -41.3% | -42.3% | +1.0% | -44.1% |
| All | -48.5% | +199.9% | -248.4% | -49.4% |
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