-0.3%
ZS vs TSLQ
-95.6%
+95.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.5% |
| 7D | -3.1% | -6.6% | +3.5% | -3.9% |
| 30D | -7.2% | -24.3% | +17.1% | -9.4% |
| 3M | +30.5% | -3.6% | +34.1% | +32.6% |
| 6M | +7.0% | -12.0% | +18.9% | +8.4% |
| YTD | -26.8% | +1.4% | -28.2% | -24.1% |
| 1Y | -42.6% | -43.6% | +1.0% | -43.4% |
| 3Y | -0.3% | -95.4% | +95.1% | -5.0% |
| All | -0.3% | -95.6% | +95.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling