-84.0%
TTD vs ZS
+2.4%
-86.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.9% |
| 7D | -4.6% | -3.8% | -0.8% | -3.2% |
| 30D | +3.7% | -6.0% | +9.6% | +5.6% |
| 3M | -30.2% | +32.0% | -62.2% | -38.0% |
| 6M | -51.4% | +2.1% | -53.5% | -54.8% |
| YTD | -63.4% | -26.2% | -37.3% | -61.0% |
| 1Y | -73.5% | -41.2% | -32.4% | -68.9% |
| All | -84.0% | +2.4% | -86.3% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling