+155.9%
ZS vs TW
+211.4%
-55.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -2.9% |
| 7D | -9.2% | -3.5% | -5.7% | -7.3% |
| 30D | -4.0% | +0.5% | -4.5% | -4.3% |
| 3M | +25.3% | +4.9% | +20.4% | +20.8% |
| 6M | -1.3% | -17.1% | +15.8% | +8.9% |
| YTD | -28.0% | -3.9% | -24.1% | -27.8% |
| 1Y | -42.5% | -13.3% | -29.2% | -39.0% |
| 3Y | +0.7% | +20.9% | -20.2% | -16.5% |
| 5Y | -42.3% | +20.5% | -62.8% | -52.6% |
| All | +155.9% | +211.4% | -55.5% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling