-40.0%
ZS vs TYL
-25.2%
-14.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -1.0% |
| 7D | -7.8% | -3.7% | -4.2% | -4.8% |
| 30D | +5.0% | +18.7% | -13.7% | -9.7% |
| 3M | +25.5% | +18.1% | +7.4% | +6.1% |
| 6M | +8.7% | -1.1% | +9.8% | +9.1% |
| YTD | -24.5% | -19.8% | -4.7% | -10.1% |
| 1Y | -36.7% | -34.3% | -2.4% | -9.1% |
| 3Y | +7.2% | -8.2% | +15.4% | -2.1% |
| All | -40.0% | -25.2% | -14.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling