-5.9%
TLT vs ZS
-42.5%
+36.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -1.6% | -8.1% | +6.5% | -1.6% |
| 30D | -1.3% | -8.4% | +7.1% | -1.3% |
| 3M | -3.7% | +31.1% | -34.8% | -3.7% |
| 6M | -6.4% | +4.4% | -10.7% | -6.5% |
| YTD | -4.5% | -27.3% | +22.8% | -4.5% |
| 1Y | -5.9% | -41.4% | +35.5% | -6.1% |
| All | -5.9% | -42.5% | +36.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling