+19.2%
ZS vs TLN
+583.6%
-564.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -5.0% |
| 7D | -7.8% | +7.1% | -14.9% | -8.8% |
| 30D | +5.0% | -3.9% | +8.9% | +5.4% |
| 3M | +25.5% | -16.2% | +41.7% | +27.7% |
| 6M | +8.7% | -5.8% | +14.5% | +7.3% |
| YTD | -24.5% | -15.4% | -9.1% | -24.4% |
| 1Y | -36.7% | -16.7% | -20.0% | -36.7% |
| 3Y | +7.2% | +473.8% | -466.5% | -19.6% |
| All | +19.2% | +583.6% | -564.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling