+11.4%
ZS vs TAP
-23.3%
+34.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -13.4% | -4.5% | -8.9% | -13.4% |
| 30D | -16.6% | +7.5% | -24.1% | -16.6% |
| 3M | +10.3% | -4.9% | +15.2% | +10.4% |
| 6M | +28.1% | -3.5% | +31.6% | +28.5% |
| YTD | -13.3% | -11.4% | -1.9% | -13.1% |
| 1Y | -40.7% | -10.8% | -29.9% | -40.6% |
| 3Y | +11.4% | -24.5% | +35.8% | +18.6% |
| All | +11.4% | -23.3% | +34.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling