+390.7%
ZS vs TCOM
-15.5%
+406.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | -9.2% | -7.6% | -1.6% | -7.6% |
| 30D | -4.0% | -12.2% | +8.2% | -1.3% |
| 3M | +25.3% | -14.2% | +39.5% | +29.1% |
| 6M | -1.3% | -25.0% | +23.7% | +4.7% |
| YTD | -28.0% | -43.7% | +15.7% | -19.0% |
| 1Y | -42.5% | -44.5% | +2.0% | -35.1% |
| 3Y | +0.7% | +13.4% | -12.7% | -8.0% |
| 5Y | -42.3% | +26.5% | -68.8% | -52.0% |
| All | +390.7% | -15.5% | +406.2% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling