+403.3%
ZS vs TNA
-6.8%
+410.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.8% |
| 7D | -3.8% | -3.6% | -0.2% | -2.9% |
| 30D | -6.0% | -10.1% | +4.1% | -3.1% |
| 3M | +32.0% | +2.7% | +29.3% | +30.3% |
| 6M | +2.1% | +38.4% | -36.3% | -9.7% |
| YTD | -26.2% | +45.4% | -71.6% | -36.1% |
| 1Y | -41.2% | +55.9% | -97.1% | -50.7% |
| 3Y | +3.3% | +109.8% | -106.5% | -28.1% |
| 5Y | -40.7% | -22.5% | -18.2% | -49.6% |
| All | +403.3% | -6.8% | +410.1% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling