+127.9%
TT vs ZS
-42.0%
+169.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.7% |
| 7D | -2.0% | -16.9% | +14.9% | 0.0% |
| 30D | -14.0% | -7.4% | -6.6% | -13.4% |
| 3M | -15.9% | +21.6% | -37.4% | -18.3% |
| 6M | -17.3% | +42.4% | -59.7% | -22.7% |
| YTD | +4.0% | -12.1% | +16.1% | +3.7% |
| 1Y | -7.1% | -37.8% | +30.7% | -1.9% |
| 3Y | +90.2% | +20.9% | +69.3% | +75.7% |
| All | +127.9% | -42.0% | +169.9% | +119.1% |
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