-12.1%
TLT vs ZS
+517.5%
-529.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.2% |
| 7D | -0.4% | -7.8% | +7.4% | -0.4% |
| 30D | -0.6% | +5.0% | -5.6% | -0.6% |
| 3M | -2.7% | +25.5% | -28.3% | -2.9% |
| 6M | -5.6% | +8.7% | -14.3% | -5.8% |
| YTD | -2.8% | -24.5% | +21.7% | -2.7% |
| 1Y | -1.4% | -36.7% | +35.3% | -1.2% |
| 3Y | -1.6% | +7.2% | -8.8% | -2.0% |
| 5Y | -33.8% | -40.9% | +7.1% | -34.0% |
| All | -12.1% | +517.5% | -529.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling