+417.0%
TTMI vs ZS
-45.5%
+462.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +11.4% | -2.6% | +14.0% | +11.8% |
| 30D | -28.3% | -12.8% | -15.5% | -26.7% |
| 3M | -46.7% | +2.3% | -48.9% | -46.8% |
| 6M | -56.1% | +26.3% | -82.4% | -58.4% |
| YTD | +7.4% | -14.4% | +21.8% | +8.3% |
| 1Y | +17.4% | -37.6% | +55.0% | +26.6% |
| 3Y | +429.1% | +8.0% | +421.1% | +407.6% |
| All | +417.0% | -45.5% | +462.4% | +376.1% |
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