-42.3%
ZS vs TAP
0.0%
-42.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -4.5% |
| 7D | -9.2% | -2.3% | -6.9% | -9.1% |
| 30D | -4.0% | -9.4% | +5.4% | -3.7% |
| 3M | +25.3% | -0.8% | +26.1% | +25.3% |
| 6M | -1.3% | -14.7% | +13.5% | -0.5% |
| YTD | -28.0% | -13.9% | -14.1% | -27.7% |
| 1Y | -42.5% | -18.6% | -23.9% | -41.9% |
| 3Y | +0.7% | -32.0% | +32.7% | +3.3% |
| 5Y | -42.3% | -1.0% | -41.3% | -35.3% |
| All | -42.3% | 0.0% | -42.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling