+160.0%
ZS vs TW
+206.7%
-46.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.2% |
| 7D | -3.1% | -4.5% | +1.4% | -0.5% |
| 30D | -7.2% | -2.3% | -4.9% | -6.0% |
| 3M | +30.5% | +2.6% | +27.9% | +27.5% |
| 6M | +7.0% | -17.5% | +24.5% | +18.4% |
| YTD | -26.8% | -5.3% | -21.5% | -26.0% |
| 1Y | -42.6% | -14.8% | -27.8% | -38.5% |
| 3Y | -0.3% | +18.8% | -19.2% | -16.6% |
| 5Y | -39.2% | +20.7% | -59.9% | -50.1% |
| All | +160.0% | +206.7% | -46.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling