+403.3%
ZS vs TAP
-40.1%
+443.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | -3.8% | -5.1% | +1.2% | -3.8% |
| 30D | -6.0% | -8.4% | +2.5% | -5.9% |
| 3M | +32.0% | -3.9% | +35.9% | +32.1% |
| 6M | +2.1% | -14.4% | +16.5% | +2.4% |
| YTD | -26.2% | -14.7% | -11.4% | -26.0% |
| 1Y | -41.2% | -18.7% | -22.5% | -41.0% |
| 3Y | +3.3% | -32.6% | +36.0% | +4.1% |
| 5Y | -40.7% | -1.4% | -39.3% | -39.7% |
| All | +403.3% | -40.1% | +443.5% | +419.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling