+96.7%
TFC vs ZS
+0.9%
+95.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.6% |
| 7D | +2.2% | -9.2% | +11.5% | +3.3% |
| 30D | -2.5% | -4.0% | +1.5% | -2.2% |
| 3M | +4.5% | +25.3% | -20.7% | +1.3% |
| 6M | +11.0% | -1.3% | +12.3% | +9.0% |
| YTD | +5.9% | -28.0% | +33.9% | +10.0% |
| 1Y | +14.6% | -42.5% | +57.1% | +24.0% |
| 3Y | +96.7% | +0.7% | +96.0% | +71.9% |
| All | +96.7% | +0.9% | +95.8% | +71.9% |
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