+227.4%
TDG vs ZM
+47.0%
+180.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | -5.7% | +3.8% | -1.6% |
| 30D | -7.7% | -9.1% | +1.4% | -7.3% |
| 3M | -9.3% | +3.5% | -12.8% | -9.6% |
| 6M | -9.4% | +25.7% | -35.0% | -10.9% |
| YTD | -14.3% | +10.8% | -25.0% | -15.2% |
| 1Y | -11.8% | +12.8% | -24.6% | -12.9% |
| 3Y | +52.0% | +33.1% | +18.8% | +48.0% |
| 5Y | +128.8% | -68.3% | +197.1% | +117.7% |
| All | +227.4% | +47.0% | +180.4% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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