-12.6%
TLT vs ZS
+504.0%
-516.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.6% |
| 7D | -0.3% | -3.8% | +3.6% | -0.2% |
| 30D | 0.0% | -6.0% | +6.0% | 0.0% |
| 3M | -2.9% | +32.0% | -34.9% | -3.1% |
| 6M | -6.3% | +2.1% | -8.4% | -6.4% |
| YTD | -3.3% | -26.2% | +22.8% | -3.2% |
| 1Y | -4.2% | -41.2% | +37.0% | -3.9% |
| 3Y | -1.7% | +3.3% | -5.0% | -2.0% |
| 5Y | -34.9% | -40.7% | +5.8% | -35.0% |
| All | -12.6% | +504.0% | -516.6% | -8.5% |
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