-31.6%
ZS vs TD
+61.0%
-92.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -12.3% | +1.4% | -13.6% | -12.2% |
| 30D | +11.2% | +10.2% | +1.0% | +11.4% |
| 3M | +37.5% | +8.1% | +29.4% | +37.7% |
| 6M | +57.8% | +22.3% | +35.5% | +58.8% |
| YTD | -0.2% | +39.0% | -39.3% | -2.5% |
| 1Y | -31.6% | +62.6% | -94.3% | -28.2% |
| All | -31.6% | +61.0% | -92.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling