-1.0%
ZS vs TNA
+99.7%
-100.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.8% |
| 7D | -8.1% | -7.6% | -0.5% | -6.2% |
| 30D | -8.4% | -13.6% | +5.2% | -4.9% |
| 3M | +31.1% | +2.8% | +28.2% | +29.5% |
| 6M | +4.4% | +34.5% | -30.1% | -6.2% |
| YTD | -27.3% | +41.0% | -68.3% | -36.0% |
| 1Y | -41.4% | +52.0% | -93.4% | -50.1% |
| All | -1.0% | +99.7% | -100.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling