+188.6%
TPR vs ZS
+517.5%
-328.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.6% |
| 7D | -2.3% | -7.8% | +5.5% | -1.2% |
| 30D | -23.0% | +5.0% | -28.0% | -23.9% |
| 3M | -12.5% | +25.5% | -38.0% | -16.1% |
| 6M | -21.4% | +8.7% | -30.1% | -24.9% |
| YTD | -3.5% | -24.5% | +21.0% | -2.4% |
| 1Y | +17.4% | -36.7% | +54.1% | +21.8% |
| 3Y | +291.3% | +7.2% | +284.0% | +264.9% |
| 5Y | +241.9% | -40.9% | +282.8% | +227.4% |
| All | +188.6% | +517.5% | -328.8% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling