-44.3%
ZS vs TAP
+0.6%
-45.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | -2.6% | +1.3% | -3.9% | -2.7% |
| 30D | -12.8% | +5.7% | -18.5% | -13.0% |
| 3M | +2.3% | -1.9% | +4.2% | +2.4% |
| 6M | +26.3% | +0.9% | +25.3% | +26.2% |
| YTD | -14.4% | -9.5% | -4.9% | -14.1% |
| 1Y | -37.6% | -9.0% | -28.7% | -37.5% |
| 3Y | +8.0% | -22.2% | +30.3% | +10.3% |
| All | -44.3% | +0.6% | -45.0% | -37.2% |
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