+390.7%
ZS vs TRU
+37.5%
+353.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.2% |
| 7D | -9.2% | -7.2% | -2.0% | -5.5% |
| 30D | -4.0% | -2.8% | -1.2% | -2.7% |
| 3M | +25.3% | +13.0% | +12.3% | +16.7% |
| 6M | -1.3% | +0.7% | -2.0% | -2.5% |
| YTD | -28.0% | -9.0% | -19.0% | -25.6% |
| 1Y | -42.5% | -16.3% | -26.2% | -38.5% |
| 3Y | +0.7% | -1.1% | +1.8% | -8.1% |
| 5Y | -42.3% | -36.0% | -6.3% | -35.6% |
| All | +390.7% | +37.5% | +353.2% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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