+0.7%
ZS vs TLN
+494.5%
-493.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.0% |
| 7D | -9.2% | +10.9% | -20.1% | -10.6% |
| 30D | -4.0% | -6.3% | +2.3% | -3.3% |
| 3M | +25.3% | -10.7% | +36.0% | +26.1% |
| 6M | -1.3% | +1.6% | -2.9% | -3.9% |
| YTD | -28.0% | -13.1% | -14.9% | -28.2% |
| 1Y | -42.5% | -15.1% | -27.4% | -42.6% |
| 3Y | +0.7% | +495.0% | -494.3% | -21.4% |
| All | +0.7% | +494.5% | -493.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling