+645.1%
TTMI vs ZS
+498.3%
+146.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.1% |
| 30D | -8.4% | -7.2% | -1.2% | -7.7% |
| 3M | -32.5% | +30.5% | -62.9% | -35.5% |
| 6M | +32.5% | +7.0% | +25.5% | +27.4% |
| YTD | +83.2% | -26.8% | +110.1% | +86.6% |
| 1Y | +161.7% | -42.6% | +204.3% | +177.9% |
| 3Y | +890.1% | -0.3% | +890.4% | +852.2% |
| 5Y | +832.4% | -39.2% | +871.7% | +804.2% |
| All | +645.1% | +498.3% | +146.8% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling