+414.5%
ZS vs TSN
-11.5%
+426.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -7.8% | -6.3% | -1.5% | -7.3% |
| 30D | +5.0% | -10.8% | +15.9% | +6.2% |
| 3M | +25.5% | -8.8% | +34.3% | +26.6% |
| 6M | +8.7% | -16.8% | +25.5% | +10.3% |
| YTD | -24.5% | -10.0% | -14.5% | -24.2% |
| 1Y | -36.7% | -5.3% | -31.4% | -37.0% |
| 3Y | +7.2% | +8.5% | -1.3% | +3.4% |
| 5Y | -40.9% | -22.9% | -18.0% | -39.2% |
| All | +414.5% | -11.5% | +426.1% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling