-36.7%
ZS vs TNA
+70.0%
-106.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | +5.0% | -4.9% | +10.0% | +5.8% |
| 3M | +25.5% | +0.4% | +25.2% | +25.2% |
| 6M | +8.7% | +32.5% | -23.8% | +2.4% |
| YTD | -24.5% | +53.7% | -78.2% | -31.4% |
| 1Y | -36.7% | +65.1% | -101.8% | -44.3% |
| All | -36.7% | +70.0% | -106.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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