-42.5%
ZS vs TYL
-37.9%
-4.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -1.9% |
| 7D | -9.2% | -7.6% | -1.6% | -4.7% |
| 30D | -4.0% | +11.3% | -15.3% | -9.8% |
| 3M | +25.3% | +14.5% | +10.8% | +14.4% |
| 6M | -1.3% | -7.1% | +5.9% | +0.4% |
| YTD | -28.0% | -23.4% | -4.6% | -19.8% |
| 1Y | -42.5% | -38.6% | -3.9% | -31.7% |
| All | -42.5% | -37.9% | -4.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TYL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling