-53.1%
TE vs ZM
+30.8%
-83.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | -5.7% | +5.9% | +1.7% |
| 30D | -5.9% | -9.1% | +3.2% | -3.7% |
| 3M | -45.6% | +3.5% | -49.1% | -46.6% |
| 6M | -43.4% | +25.7% | -69.0% | -48.1% |
| YTD | -31.0% | +10.8% | -41.7% | -35.1% |
| 1Y | +145.2% | +12.8% | +132.4% | +129.9% |
| 3Y | -24.1% | +33.1% | -57.2% | -31.9% |
| 5Y | -48.1% | -68.3% | +20.2% | -46.6% |
| All | -53.1% | +30.8% | -83.8% | -51.4% |
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