+1,597.0%
TSLA vs ZS
+494.5%
+1,102.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -3.4% | -8.1% | +4.7% | -0.7% |
| 30D | +9.2% | -8.4% | +17.7% | +12.3% |
| 3M | -4.7% | +31.1% | -35.8% | -13.7% |
| 6M | -8.9% | +4.4% | -13.3% | -15.7% |
| YTD | -19.2% | -27.3% | +8.2% | -15.6% |
| 1Y | +4.5% | -41.4% | +45.9% | +17.3% |
| 3Y | +46.3% | +1.7% | +44.6% | +30.7% |
| 5Y | +48.1% | -39.6% | +87.7% | +45.4% |
| All | +1,597.0% | +494.5% | +1,102.6% | +948.2% |
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 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