-38.6%
ZS vs TRI
-10.0%
-28.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.5% |
| 7D | -3.1% | -7.9% | +4.8% | +2.5% |
| 30D | -7.2% | -4.5% | -2.7% | -4.6% |
| 3M | +30.5% | +22.1% | +8.4% | +9.2% |
| 6M | +7.0% | -2.8% | +9.7% | +6.1% |
| YTD | -26.8% | -23.4% | -3.4% | -13.6% |
| 1Y | -42.6% | -41.5% | -1.1% | -15.7% |
| 3Y | -0.3% | -19.2% | +18.9% | -9.0% |
| All | -38.6% | -10.0% | -28.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling