+167.1%
TTD vs ZS
+602.6%
-435.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +20.8% | -5.2% | +26.0% | +24.0% |
| 30D | +27.1% | -15.5% | +42.6% | +37.0% |
| 3M | +14.7% | +9.0% | +5.7% | +6.0% |
| 6M | -26.8% | +32.2% | -59.0% | -42.8% |
| YTD | -59.2% | -14.1% | -45.2% | -61.0% |
| 1Y | -64.7% | -39.1% | -25.6% | -59.6% |
| 3Y | -75.8% | +10.4% | -86.2% | -81.2% |
| 5Y | -84.6% | -44.6% | -39.9% | -84.0% |
| All | +167.1% | +602.6% | -435.5% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling