+170.8%
TTD vs ZS
+599.9%
-429.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +21.3% | -2.6% | +23.9% | +22.9% |
| 30D | +28.7% | -12.8% | +41.6% | +36.7% |
| 3M | +7.7% | +2.3% | +5.4% | +2.7% |
| 6M | -23.5% | +26.3% | -49.7% | -38.6% |
| YTD | -58.7% | -14.4% | -44.3% | -60.4% |
| 1Y | -63.4% | -37.6% | -25.8% | -58.7% |
| 3Y | -75.3% | +8.0% | -83.3% | -80.6% |
| 5Y | -84.4% | -44.9% | -39.5% | -83.7% |
| All | +170.8% | +599.9% | -429.1% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling