-38.6%
ZS vs TDY
+39.0%
-77.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.4% |
| 30D | -7.2% | -12.0% | +4.8% | +0.7% |
| 3M | +30.5% | -3.2% | +33.7% | +32.3% |
| 6M | +7.0% | -7.9% | +14.8% | +11.6% |
| YTD | -26.8% | +18.2% | -45.1% | -38.1% |
| 1Y | -42.6% | +6.7% | -49.3% | -47.5% |
| 3Y | -0.3% | +47.5% | -47.9% | -32.9% |
| All | -38.6% | +39.0% | -77.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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