+802.2%
TTMI vs ZS
-43.4%
+845.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.3% |
| 7D | +6.0% | -8.1% | +14.1% | +7.1% |
| 30D | -6.4% | -8.4% | +2.0% | -5.5% |
| 3M | -28.9% | +31.1% | -60.0% | -32.3% |
| 6M | +26.9% | +4.4% | +22.5% | +22.4% |
| YTD | +77.3% | -27.3% | +104.6% | +82.6% |
| 1Y | +147.5% | -41.4% | +188.9% | +166.7% |
| 3Y | +847.6% | +1.7% | +846.0% | +813.8% |
| 5Y | +802.2% | -39.6% | +841.8% | +755.5% |
| All | +802.2% | -43.4% | +845.7% | +755.5% |
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 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