-69.7%
TTD vs ZS
-42.5%
-27.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -7.4% | -8.1% | +0.6% | -5.6% |
| 30D | +3.0% | -8.4% | +11.5% | +4.9% |
| 3M | -27.6% | +31.1% | -58.6% | -32.6% |
| 6M | -49.5% | +4.4% | -53.9% | -52.7% |
| YTD | -63.2% | -27.3% | -35.9% | -63.3% |
| 1Y | -69.7% | -41.4% | -28.4% | -67.2% |
| All | -69.7% | -42.5% | -27.2% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling