+31.7%
TFC vs ZS
+494.5%
-462.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -2.5% | -8.1% | +5.6% | -1.8% |
| 30D | -2.8% | -8.4% | +5.6% | -2.3% |
| 3M | +2.1% | +31.1% | -28.9% | -0.4% |
| 6M | +10.1% | +4.4% | +5.7% | +8.1% |
| YTD | +5.4% | -27.3% | +32.8% | +6.8% |
| 1Y | +16.3% | -41.4% | +57.7% | +19.9% |
| 3Y | +95.9% | +1.7% | +94.2% | +90.5% |
| 5Y | +16.0% | -39.6% | +55.6% | +12.0% |
| All | +31.7% | +494.5% | -462.8% | +7.6% |
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 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