-44.3%
ZS vs TYL
-23.0%
-21.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -2.6% | +0.8% | -3.5% | -3.3% |
| 30D | -12.8% | +21.1% | -33.9% | -27.2% |
| 3M | +2.3% | +28.9% | -26.6% | -19.4% |
| 6M | +26.3% | +42.0% | -15.8% | -9.1% |
| YTD | -14.4% | -6.6% | -7.8% | -12.1% |
| 1Y | -37.6% | -9.1% | -28.6% | -34.4% |
| 3Y | +8.0% | +1.8% | +6.2% | -9.0% |
| All | -44.3% | -23.0% | -21.3% | -31.4% |
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 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