+499.0%
ZS vs TYL
+100.7%
+398.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.2% |
| 7D | -16.9% | +6.7% | -23.6% | -21.5% |
| 30D | -7.4% | +26.5% | -34.0% | -25.1% |
| 3M | +21.6% | +37.3% | -15.7% | -7.9% |
| 6M | +42.4% | +31.2% | +11.2% | +11.4% |
| YTD | -12.1% | -7.4% | -4.8% | -10.0% |
| 1Y | -37.8% | -9.6% | -28.3% | -35.1% |
| 3Y | +20.9% | +1.9% | +19.0% | +6.4% |
| 5Y | -41.6% | -21.1% | -20.5% | -35.1% |
| All | +499.0% | +100.7% | +398.3% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling