-13.6%
TLT vs ZS
+494.5%
-508.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -1.6% | -8.1% | +6.5% | -1.5% |
| 30D | -1.3% | -8.4% | +7.1% | -1.3% |
| 3M | -3.7% | +31.1% | -34.8% | -4.0% |
| 6M | -6.4% | +4.4% | -10.7% | -6.5% |
| YTD | -4.5% | -27.3% | +22.8% | -4.4% |
| 1Y | -5.9% | -41.4% | +35.5% | -5.6% |
| 3Y | -2.8% | +1.7% | -4.5% | -3.1% |
| 5Y | -35.1% | -39.6% | +4.5% | -35.2% |
| All | -13.6% | +494.5% | -508.1% | -9.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling