+398.6%
ZS vs TD
+192.2%
+206.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -7.2% | -1.9% | -5.3% | -6.5% |
| 3M | +30.5% | +4.8% | +25.7% | +28.0% |
| 6M | +7.0% | +28.0% | -21.0% | -3.4% |
| YTD | -26.8% | +30.3% | -57.1% | -34.4% |
| 1Y | -42.6% | +59.8% | -102.4% | -52.7% |
| 3Y | -0.3% | +124.7% | -125.0% | -29.0% |
| 5Y | -39.2% | +127.0% | -166.2% | -56.0% |
| All | +398.6% | +192.2% | +206.4% | +260.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling