+100.8%
TTWO vs ZS
+498.3%
-397.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +1.0% |
| 30D | -11.3% | -7.2% | -4.1% | -10.4% |
| 3M | +1.6% | +30.5% | -28.9% | -4.7% |
| 6M | +2.1% | +7.0% | -4.9% | -2.7% |
| YTD | -15.8% | -26.8% | +11.0% | -13.4% |
| 1Y | -12.6% | -42.6% | +30.0% | -5.8% |
| 3Y | +48.2% | -0.3% | +48.5% | +37.5% |
| 5Y | +40.0% | -39.2% | +79.2% | +33.9% |
| All | +100.8% | +498.3% | -397.5% | +11.8% |
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