+4.1%
TLT vs ZS
+14.2%
-10.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | -13.4% | +13.1% | -0.2% |
| 30D | +3.7% | -16.6% | +20.3% | +3.8% |
| 3M | -0.7% | +10.3% | -11.0% | -0.8% |
| 6M | -4.2% | +28.1% | -32.3% | -4.5% |
| YTD | -4.0% | -13.3% | +9.4% | -3.9% |
| 1Y | -5.8% | -40.7% | +34.9% | -5.5% |
| 3Y | +4.1% | +11.4% | -7.3% | -2.1% |
| All | +4.1% | +14.2% | -10.1% | -2.1% |
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 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