+11.9%
ZS vs TSLQ
-97.2%
+109.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.2% |
| 7D | -8.1% | +5.7% | -13.7% | -7.1% |
| 30D | -8.4% | -21.1% | +12.6% | -10.8% |
| 3M | +31.1% | -11.5% | +42.6% | +32.2% |
| 6M | +4.4% | -14.9% | +19.3% | +5.7% |
| YTD | -27.3% | +2.4% | -29.7% | -23.4% |
| 1Y | -41.4% | -49.8% | +8.4% | -43.8% |
| 3Y | +1.7% | -95.8% | +97.5% | -20.6% |
| All | +11.9% | -97.2% | +109.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling