-25.8%
TE vs ZM
+8.0%
-33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +3.8% | -8.4% | +12.2% | +4.8% |
| 30D | -26.2% | -1.9% | -24.3% | -25.9% |
| 3M | -49.7% | -10.1% | -39.7% | -49.6% |
| 6M | -46.5% | -13.9% | -32.6% | -44.7% |
| YTD | -59.1% | +6.4% | -65.6% | -60.1% |
| 1Y | -25.8% | +9.6% | -35.4% | -28.5% |
| All | -25.8% | +8.0% | -33.9% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling