+1,059.4%
TSM vs ZS
+494.5%
+565.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +2.6% | -8.1% | +10.7% | +4.1% |
| 30D | +1.4% | -8.4% | +9.9% | +2.7% |
| 3M | +5.0% | +31.1% | -26.1% | -0.8% |
| 6M | +24.0% | +4.4% | +19.6% | +18.7% |
| YTD | +41.6% | -27.3% | +68.9% | +44.6% |
| 1Y | +66.2% | -41.4% | +107.5% | +76.8% |
| 3Y | +398.2% | +1.7% | +396.5% | +365.9% |
| 5Y | +277.6% | -39.6% | +317.2% | +263.1% |
| All | +1,059.4% | +494.5% | +565.0% | +694.8% |
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