-0.9%
TLT vs ZS
+2.4%
-3.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 6M | -6.3% | +2.1% | -8.4% | -6.5% |
| YTD | -3.3% | -26.2% | +22.8% | -3.0% |
| 1Y | -4.2% | -41.2% | +37.0% | -3.4% |
| All | -0.9% | +2.4% | -3.3% | -7.3% |
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