+13.7%
ZS vs TSLQ
-97.3%
+111.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -3.8% | -8.0% | +4.2% | -4.8% |
| 30D | -6.0% | -23.8% | +17.8% | -8.9% |
| 3M | +32.0% | -7.0% | +39.0% | +34.2% |
| 6M | +2.1% | -17.1% | +19.2% | +3.0% |
| YTD | -26.2% | +0.1% | -26.2% | -22.5% |
| 1Y | -41.2% | -51.2% | +10.0% | -43.8% |
| 3Y | +3.3% | -95.9% | +99.2% | -19.6% |
| All | +13.7% | -97.3% | +111.0% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling