+193.1%
TMO vs ZS
+494.5%
-301.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.5% | -8.1% | +5.6% | -1.3% |
| 30D | -0.3% | -8.4% | +8.1% | +0.7% |
| 3M | +25.3% | +31.1% | -5.8% | +19.8% |
| 6M | +20.9% | +4.4% | +16.5% | +17.1% |
| YTD | +4.3% | -27.3% | +31.6% | +6.4% |
| 1Y | +27.0% | -41.4% | +68.4% | +33.6% |
| 3Y | +17.5% | +1.7% | +15.8% | +10.1% |
| 5Y | +6.9% | -39.6% | +46.5% | +2.7% |
| All | +193.1% | +494.5% | -301.4% | +101.8% |
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 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