+395.4%
ZS vs TAP
-40.2%
+435.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.1% | -5.3% | -2.8% | -8.0% |
| 30D | -8.4% | -7.4% | -1.1% | -8.4% |
| 3M | +31.1% | -4.9% | +36.0% | +31.1% |
| 6M | +4.4% | -14.2% | +18.6% | +4.6% |
| YTD | -27.3% | -14.8% | -12.5% | -27.2% |
| 1Y | -41.4% | -18.1% | -23.3% | -41.2% |
| 3Y | +1.7% | -32.7% | +34.4% | +2.5% |
| 5Y | -39.6% | -0.5% | -39.1% | -38.5% |
| All | +395.4% | -40.2% | +435.6% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling