+145.2%
TE vs ZM
+13.6%
+131.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | -5.7% | +5.9% | +0.9% |
| 30D | -5.9% | -9.1% | +3.2% | -5.4% |
| 3M | -45.6% | +3.5% | -49.1% | -45.6% |
| 6M | -43.4% | +25.7% | -69.0% | -47.5% |
| YTD | -31.0% | +10.8% | -41.7% | -34.5% |
| 1Y | +145.2% | +12.8% | +132.4% | +139.9% |
| All | +145.2% | +13.6% | +131.6% | +139.9% |
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