+196.3%
TMO vs ZS
+498.3%
-302.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | +1.1% | -7.2% | +8.3% | +2.0% |
| 3M | +28.3% | +30.5% | -2.1% | +22.8% |
| 6M | +23.3% | +7.0% | +16.3% | +19.0% |
| YTD | +5.5% | -26.8% | +32.3% | +7.5% |
| 1Y | +24.5% | -42.6% | +67.1% | +31.4% |
| 3Y | +19.6% | -0.3% | +19.9% | +12.4% |
| 5Y | +8.1% | -39.2% | +47.3% | +3.8% |
| All | +196.3% | +498.3% | -302.0% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling