+662.2%
TTMI vs ZS
+488.9%
+173.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.6% | +3.6% |
| 7D | +12.2% | -9.2% | +21.4% | +13.5% |
| 30D | -5.7% | -4.0% | -1.7% | -5.5% |
| 3M | -27.5% | +25.3% | -52.8% | -30.3% |
| 6M | +47.1% | -1.3% | +48.4% | +43.3% |
| YTD | +87.5% | -28.0% | +115.5% | +91.3% |
| 1Y | +175.2% | -42.5% | +217.7% | +192.0% |
| 3Y | +901.9% | +0.7% | +901.2% | +862.2% |
| 5Y | +843.5% | -42.3% | +885.8% | +821.6% |
| All | +662.2% | +488.9% | +173.4% | +422.8% |
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 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