+503.2%
ZS vs TYL
+99.6%
+403.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -11.1% | +3.5% | -14.6% | -13.8% |
| 30D | -14.8% | +26.9% | -41.7% | -31.2% |
| 3M | +18.0% | +33.8% | -15.8% | -8.8% |
| 6M | +30.8% | +28.8% | +2.0% | +3.7% |
| YTD | -11.5% | -7.9% | -3.6% | -8.9% |
| 1Y | -37.8% | -9.8% | -28.0% | -34.9% |
| 3Y | +16.6% | +1.2% | +15.4% | +3.2% |
| 5Y | -43.6% | -22.8% | -20.7% | -36.3% |
| All | +503.2% | +99.6% | +403.6% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling