-31.6%
ZS vs TRI
-22.4%
-9.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -3.8% |
| 7D | -12.3% | +1.0% | -13.2% | -13.6% |
| 30D | +11.2% | +20.8% | -9.5% | -1.9% |
| 3M | +37.5% | +8.1% | +29.4% | +28.6% |
| 6M | +57.8% | +24.2% | +33.7% | +33.7% |
| YTD | -0.2% | -7.8% | +7.6% | -15.4% |
| 1Y | -31.6% | -16.7% | -15.0% | -42.5% |
| All | -31.6% | -22.4% | -9.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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