+490.7%
ZS vs THC
+1,067.1%
-576.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -13.4% | +8.8% | -22.2% | -14.3% |
| 30D | -16.6% | +10.0% | -26.6% | -17.7% |
| 3M | +10.3% | +11.7% | -1.3% | +8.6% |
| 6M | +28.1% | +52.5% | -24.3% | +20.5% |
| YTD | -13.3% | +46.1% | -59.4% | -18.5% |
| 1Y | -40.7% | +49.1% | -89.8% | -44.5% |
| 3Y | +11.4% | +439.6% | -428.3% | -13.4% |
| 5Y | -42.2% | +263.2% | -305.3% | -54.1% |
| All | +490.7% | +1,067.1% | -576.5% | +355.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling