-24.7%
TMUS vs ZS
-42.5%
+17.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -5.8% | -8.1% | +2.3% | -5.9% |
| 30D | -0.2% | -8.4% | +8.2% | -0.3% |
| 3M | -4.0% | +31.1% | -35.0% | -3.0% |
| 6M | -18.1% | +4.4% | -22.5% | -17.6% |
| YTD | -11.3% | -27.3% | +16.0% | -14.1% |
| 1Y | -24.7% | -41.4% | +16.6% | -28.7% |
| All | -24.7% | -42.5% | +17.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling