+187.7%
TMUS vs ZS
+494.5%
-306.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -5.8% | -8.1% | +2.3% | -5.2% |
| 30D | -0.2% | -8.4% | +8.2% | +0.3% |
| 3M | -4.0% | +31.1% | -35.0% | -6.2% |
| 6M | -18.1% | +4.4% | -22.5% | -19.4% |
| YTD | -11.3% | -27.3% | +16.0% | -10.3% |
| 1Y | -24.7% | -41.4% | +16.6% | -22.6% |
| 3Y | +35.4% | +1.7% | +33.7% | +29.9% |
| 5Y | +42.4% | -39.6% | +82.0% | +38.5% |
| All | +187.7% | +494.5% | -306.8% | +105.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling