+69.0%
TSM vs ZS
-41.6%
+110.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | +4.8% | -3.8% | +8.6% | +4.8% |
| 30D | +4.0% | -6.0% | +10.0% | +4.0% |
| 3M | +2.0% | +32.0% | -30.0% | +1.9% |
| 6M | +25.5% | +2.1% | +23.4% | +25.8% |
| YTD | +44.0% | -26.2% | +70.2% | +53.3% |
| All | +69.0% | -41.6% | +110.6% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling