+263.4%
TSM vs ZS
-44.0%
+307.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | -2.1% | -13.4% | +11.3% | +0.7% |
| 30D | -12.5% | -16.6% | +4.1% | -9.5% |
| 3M | -5.0% | +10.3% | -15.3% | -7.6% |
| 6M | -3.2% | +28.1% | -31.3% | -11.4% |
| YTD | +31.5% | -13.3% | +44.8% | +30.2% |
| 1Y | +35.7% | -40.7% | +76.4% | +47.7% |
| 3Y | +323.5% | +11.4% | +312.1% | +281.6% |
| 5Y | +263.4% | -42.2% | +305.6% | +232.8% |
| All | +263.4% | -44.0% | +307.4% | +232.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling