-39.6%
ZS vs TW
+19.6%
-59.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -8.1% | -2.7% | -5.3% | -6.4% |
| 30D | -8.4% | -1.7% | -6.7% | -7.5% |
| 3M | +31.1% | +1.6% | +29.5% | +28.5% |
| 6M | +4.4% | -17.7% | +22.1% | +17.2% |
| YTD | -27.3% | -4.3% | -23.0% | -26.9% |
| 1Y | -41.4% | -13.1% | -28.3% | -37.2% |
| 3Y | +1.7% | +20.3% | -18.6% | -24.0% |
| 5Y | -39.6% | +22.0% | -61.5% | -48.9% |
| All | -39.6% | +19.6% | -59.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling