-33.7%
TLT vs ZS
-42.6%
+8.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | +0.4% | -9.2% | +9.6% | +0.5% |
| 30D | -0.3% | -4.0% | +3.7% | -0.3% |
| 3M | -1.7% | +25.3% | -27.0% | -2.1% |
| 6M | -4.9% | -1.3% | -3.6% | -5.1% |
| YTD | -2.8% | -28.0% | +25.2% | -2.5% |
| 1Y | -4.2% | -42.5% | +38.3% | -3.6% |
| 3Y | -1.1% | +0.7% | -1.8% | -1.9% |
| 5Y | -33.7% | -42.3% | +8.6% | -34.7% |
| All | -33.7% | -42.6% | +8.9% | -34.7% |
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