+414.5%
ZS vs TAP
-37.0%
+451.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -7.8% | -2.3% | -5.5% | -7.8% |
| 30D | +5.0% | -2.1% | +7.2% | +5.1% |
| 3M | +25.5% | +6.6% | +18.9% | +25.5% |
| 6M | +8.7% | -11.5% | +20.2% | +9.0% |
| YTD | -24.5% | -10.3% | -14.2% | -24.4% |
| 1Y | -36.7% | -14.4% | -22.3% | -36.5% |
| 3Y | +7.2% | -28.3% | +35.5% | +8.0% |
| 5Y | -40.9% | +1.7% | -42.6% | -39.9% |
| All | +414.5% | -37.0% | +451.5% | +430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling