+983.0%
TSM vs ZS
+599.9%
+383.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +6.2% | -2.6% | +8.8% | +6.7% |
| 30D | -7.3% | -12.8% | +5.6% | -5.0% |
| 3M | -7.1% | +2.3% | -9.4% | -8.3% |
| 6M | +0.2% | +26.3% | -26.0% | -7.1% |
| YTD | +32.2% | -14.4% | +46.7% | +30.5% |
| 1Y | +42.8% | -37.6% | +80.4% | +50.0% |
| 3Y | +330.4% | +8.0% | +322.4% | +296.9% |
| 5Y | +263.9% | -44.9% | +308.8% | +251.9% |
| All | +983.0% | +599.9% | +383.1% | +617.4% |
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