+398.6%
ZS vs TNA
-8.7%
+407.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | -3.1% | -7.3% | +4.2% | -1.0% |
| 30D | -7.2% | -14.2% | +7.0% | -3.1% |
| 3M | +30.5% | -4.6% | +35.0% | +31.7% |
| 6M | +7.0% | +36.9% | -30.0% | -5.1% |
| YTD | -26.8% | +42.5% | -69.4% | -36.3% |
| 1Y | -42.6% | +45.8% | -88.4% | -51.0% |
| 3Y | -0.3% | +104.7% | -105.0% | -30.1% |
| 5Y | -39.2% | -21.7% | -17.5% | -48.3% |
| All | +398.6% | -8.7% | +407.3% | +319.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling