+95.1%
TFC vs ZS
+10.3%
+84.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.2% | -13.7% | +12.5% | +0.1% |
| 30D | +7.8% | -14.2% | +21.9% | +9.1% |
| 3M | -3.0% | +8.5% | -11.5% | -4.5% |
| 6M | +5.8% | +30.2% | -24.4% | +0.2% |
| YTD | +5.3% | -13.8% | +19.1% | +6.7% |
| 1Y | +15.7% | -41.5% | +57.2% | +26.8% |
| All | +95.1% | +10.3% | +84.7% | +67.3% |
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