-36.7%
ZS vs THC
+40.9%
-77.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | -7.8% | -0.7% | -7.2% | -7.9% |
| 30D | +5.0% | +1.3% | +3.8% | +5.2% |
| 3M | +25.5% | +64.2% | -38.7% | +33.6% |
| 6M | +8.7% | +8.3% | +0.4% | +11.5% |
| YTD | -24.5% | +33.4% | -57.9% | -20.9% |
| 1Y | -36.7% | +37.7% | -74.4% | -34.5% |
| All | -36.7% | +40.9% | -77.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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