+240.4%
TPR vs ZS
-42.1%
+282.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.8% |
| 7D | -2.3% | -7.8% | +5.5% | -0.9% |
| 30D | -23.0% | +5.0% | -28.0% | -24.2% |
| 3M | -12.5% | +25.5% | -38.0% | -17.1% |
| 6M | -21.4% | +8.7% | -30.1% | -26.0% |
| YTD | -3.5% | -24.5% | +21.0% | -1.6% |
| 1Y | +17.4% | -36.7% | +54.1% | +24.2% |
| 3Y | +291.3% | +7.2% | +284.0% | +251.0% |
| All | +240.4% | -42.1% | +282.5% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling