+213.4%
TPR vs ZS
+602.6%
-389.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.1% | -5.2% | +4.1% | -0.4% |
| 30D | +15.1% | -15.5% | +30.6% | +17.2% |
| 3M | -13.4% | +9.0% | -22.4% | -15.8% |
| 6M | +1.4% | +32.2% | -30.8% | -6.0% |
| YTD | +4.8% | -14.1% | +18.9% | +2.9% |
| 1Y | +29.2% | -39.1% | +68.3% | +34.5% |
| 3Y | +403.7% | +10.4% | +393.3% | +364.6% |
| 5Y | +230.8% | -44.6% | +275.5% | +214.0% |
| All | +213.4% | +602.6% | -389.2% | +101.6% |
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