-31.6%
ZS vs TSN
+19.9%
-51.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | +0.7% |
| 7D | -12.3% | +8.4% | -20.7% | -10.9% |
| 30D | +11.2% | +16.1% | -4.9% | +14.4% |
| 3M | +37.5% | +3.2% | +34.4% | +38.9% |
| 6M | +57.8% | -11.1% | +69.0% | +54.1% |
| YTD | -0.2% | +5.1% | -5.3% | -3.0% |
| 1Y | -31.6% | +19.4% | -51.0% | -36.7% |
| All | -31.6% | +19.9% | -51.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling