+10.7%
TTMI vs ZS
-31.8%
+42.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -10.1% |
| 7D | -19.2% | -12.3% | -6.9% | -19.8% |
| 30D | -44.9% | +11.2% | -56.1% | -44.2% |
| 3M | -44.7% | +37.5% | -82.2% | -42.3% |
| 6M | -53.4% | +57.8% | -111.2% | -49.3% |
| YTD | +6.3% | -0.2% | +6.6% | +36.0% |
| 1Y | +10.7% | -31.6% | +42.3% | +68.0% |
| All | +10.7% | -31.8% | +42.5% | +68.0% |
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