+174.6%
TMUS vs ZS
+608.8%
-434.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +9.5% | -13.4% | +22.9% | +10.5% |
| 30D | +13.8% | -16.6% | +30.4% | +14.9% |
| 3M | -4.6% | +10.3% | -14.9% | -6.1% |
| 6M | -11.7% | +28.1% | -39.8% | -14.8% |
| YTD | -15.4% | -13.3% | -2.0% | -16.1% |
| 1Y | -16.1% | -40.7% | +24.6% | -14.1% |
| 3Y | +20.5% | +11.4% | +9.1% | +14.3% |
| 5Y | +48.7% | -42.2% | +90.9% | +45.5% |
| All | +174.6% | +608.8% | -434.2% | +91.9% |
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