-34.8%
TLT vs ZS
-44.0%
+9.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | -13.4% | +13.1% | -0.1% |
| 30D | +3.7% | -16.6% | +20.3% | +3.9% |
| 3M | -0.7% | +10.3% | -11.0% | -0.9% |
| 6M | -4.2% | +28.1% | -32.3% | -4.8% |
| YTD | -4.0% | -13.3% | +9.4% | -4.0% |
| 1Y | -5.8% | -40.7% | +34.9% | -5.3% |
| 3Y | +4.1% | +11.4% | -7.3% | +3.2% |
| 5Y | -34.8% | -42.2% | +7.4% | -35.1% |
| All | -34.8% | -44.0% | +9.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling