+30.8%
TFC vs ZS
+599.9%
-569.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +1.2% | -2.6% | +3.8% | +1.4% |
| 30D | +9.7% | -12.8% | +22.5% | +10.7% |
| 3M | -4.8% | +2.3% | -7.0% | -5.4% |
| 6M | +8.4% | +26.3% | -17.8% | +4.7% |
| YTD | +4.7% | -14.4% | +19.1% | +4.1% |
| 1Y | +15.0% | -37.6% | +52.6% | +17.7% |
| 3Y | +93.9% | +8.0% | +85.9% | +86.8% |
| 5Y | +0.6% | -44.9% | +45.5% | -3.8% |
| All | +30.8% | +599.9% | -569.1% | +4.9% |
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 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