-38.6%
ZS vs TROW
-39.3%
+0.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -0.7% |
| 30D | -7.2% | -4.6% | -2.6% | -3.7% |
| 3M | +30.5% | -0.7% | +31.1% | +30.1% |
| 6M | +7.0% | +22.2% | -15.2% | -10.6% |
| YTD | -26.8% | +6.6% | -33.5% | -31.9% |
| 1Y | -42.6% | +5.8% | -48.4% | -46.6% |
| 3Y | -0.3% | +11.6% | -11.9% | -15.8% |
| All | -38.6% | -39.3% | +0.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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