+416.5%
TPR vs ZS
+18.6%
+397.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.9% |
| 7D | +14.2% | -16.9% | +31.1% | +15.2% |
| 30D | +17.1% | -7.4% | +24.5% | +17.1% |
| 3M | -17.7% | +21.6% | -39.3% | -20.1% |
| 6M | -10.2% | +42.4% | -52.6% | -16.2% |
| YTD | +4.9% | -12.1% | +17.0% | +7.7% |
| 1Y | +36.1% | -37.8% | +74.0% | +52.8% |
| 3Y | +416.5% | +20.9% | +395.5% | +351.7% |
| All | +416.5% | +18.6% | +397.8% | +351.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling