+177.8%
TPR vs ZS
+488.9%
-311.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.1% |
| 7D | -3.4% | -9.2% | +5.8% | -2.1% |
| 30D | -27.3% | -4.0% | -23.3% | -27.3% |
| 3M | -16.2% | +25.3% | -41.5% | -19.7% |
| 6M | -17.9% | -1.3% | -16.6% | -20.2% |
| YTD | -7.1% | -28.0% | +20.9% | -5.4% |
| 1Y | +13.6% | -42.5% | +56.1% | +19.8% |
| 3Y | +293.7% | +0.7% | +293.0% | +270.8% |
| 5Y | +239.1% | -42.3% | +281.4% | +226.2% |
| All | +177.8% | +488.9% | -311.0% | +85.3% |
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 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