-41.4%
ZS vs TAP
-18.4%
-23.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.1% | -5.3% | -2.8% | -9.2% |
| 30D | -8.4% | -7.4% | -1.1% | -9.9% |
| 3M | +31.1% | -4.9% | +36.0% | +30.1% |
| 6M | +4.4% | -14.2% | +18.6% | +1.6% |
| YTD | -27.3% | -14.8% | -12.5% | -29.3% |
| 1Y | -41.4% | -18.1% | -23.3% | -43.1% |
| All | -41.4% | -18.4% | -23.0% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling