+290.7%
TSM vs ZS
-42.6%
+333.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.3% |
| 7D | +6.0% | -9.2% | +15.2% | +7.9% |
| 30D | +4.5% | -4.0% | +8.5% | +4.9% |
| 3M | +3.1% | +25.3% | -22.2% | -2.4% |
| 6M | +30.2% | -1.3% | +31.5% | +25.4% |
| YTD | +45.2% | -28.0% | +73.2% | +49.8% |
| 1Y | +79.6% | -42.5% | +122.1% | +95.4% |
| 3Y | +411.0% | +0.7% | +410.3% | +369.4% |
| 5Y | +290.7% | -42.3% | +333.0% | +256.8% |
| All | +290.7% | -42.6% | +333.3% | +256.8% |
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