+1,061.8%
TSM vs ZS
+517.5%
+544.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.7% |
| 7D | +2.7% | -7.8% | +10.6% | +4.1% |
| 30D | +3.6% | +5.0% | -1.4% | +2.4% |
| 3M | -3.4% | +25.5% | -28.9% | -7.9% |
| 6M | +20.6% | +8.7% | +11.9% | +14.7% |
| YTD | +41.9% | -24.5% | +66.4% | +44.0% |
| 1Y | +84.4% | -36.7% | +121.1% | +93.4% |
| 3Y | +380.2% | +7.2% | +373.0% | +345.0% |
| 5Y | +275.3% | -40.9% | +316.2% | +262.0% |
| All | +1,061.8% | +517.5% | +544.4% | +691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling