+134.6%
TEL vs ZS
+498.3%
-363.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +2.9% | +3.5% |
| 7D | +1.6% | -3.1% | +4.7% | +2.0% |
| 30D | -0.7% | -7.2% | +6.5% | +0.2% |
| 3M | +2.4% | +30.5% | -28.0% | -1.7% |
| 6M | +4.1% | +7.0% | -2.8% | +0.5% |
| YTD | -5.8% | -26.8% | +21.0% | -4.0% |
| 1Y | +0.9% | -42.6% | +43.5% | +6.7% |
| 3Y | +72.6% | -0.3% | +72.9% | +64.3% |
| 5Y | +57.5% | -39.2% | +96.8% | +52.0% |
| All | +134.6% | +498.3% | -363.7% | +71.0% |
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