-41.2%
ZS vs TLN
-18.5%
-22.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +2.6% |
| 7D | -3.8% | +5.8% | -9.7% | -4.0% |
| 30D | -6.0% | -6.9% | +0.9% | -5.9% |
| 3M | +32.0% | -10.9% | +42.9% | +31.4% |
| 6M | +2.1% | -4.6% | +6.7% | +0.3% |
| YTD | -26.2% | -14.7% | -11.4% | -26.6% |
| 1Y | -41.2% | -17.9% | -23.2% | -40.1% |
| All | -41.2% | -18.5% | -22.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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