+194.8%
TMUS vs ZS
+517.5%
-322.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -3.1% |
| 7D | +0.1% | -7.8% | +7.9% | +0.7% |
| 30D | +5.3% | +5.0% | +0.2% | +4.7% |
| 3M | +3.1% | +25.5% | -22.4% | +1.1% |
| 6M | -16.5% | +8.7% | -25.2% | -18.0% |
| YTD | -9.2% | -24.5% | +15.3% | -8.3% |
| 1Y | -26.5% | -36.7% | +10.2% | -24.9% |
| 3Y | +39.0% | +7.2% | +31.8% | +32.8% |
| 5Y | +40.4% | -40.9% | +81.3% | +37.0% |
| All | +194.8% | +517.5% | -322.7% | +109.7% |
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 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