+33.1%
TPR vs ZS
-39.0%
+72.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.3% | -2.6% | +2.3% | -0.6% |
| 30D | +15.1% | -12.8% | +27.9% | +13.4% |
| 3M | +3.5% | +2.3% | +1.2% | +4.2% |
| 6M | +0.4% | +26.3% | -25.8% | +5.2% |
| YTD | +4.6% | -14.4% | +19.0% | +7.1% |
| 1Y | +33.1% | -37.6% | +70.7% | +34.2% |
| All | +33.1% | -39.0% | +72.1% | +34.2% |
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