-80.9%
TTD vs ZS
-40.8%
-40.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.4% |
| 7D | -4.6% | -3.8% | -0.8% | -2.5% |
| 30D | +3.7% | -6.0% | +9.6% | +6.5% |
| 3M | -30.2% | +32.0% | -62.2% | -41.8% |
| 6M | -51.4% | +2.1% | -53.5% | -56.7% |
| YTD | -63.4% | -26.2% | -37.3% | -60.8% |
| 1Y | -73.5% | -41.2% | -32.4% | -67.7% |
| 3Y | -83.5% | +3.3% | -86.8% | -87.4% |
| 5Y | -80.9% | -40.7% | -40.2% | -80.4% |
| All | -80.9% | -40.8% | -40.2% | -80.4% |
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