-19.1%
TE vs ZM
+34.4%
-53.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | +15.0% | +0.3% | +14.7% | +14.4% |
| 30D | -7.5% | -10.3% | +2.7% | -3.4% |
| 3M | -42.0% | -0.7% | -41.3% | -42.6% |
| 6M | -31.4% | +24.8% | -56.2% | -43.1% |
| YTD | -26.5% | +11.5% | -38.0% | -36.5% |
| 1Y | +153.1% | +12.3% | +140.8% | +117.0% |
| All | -19.1% | +34.4% | -53.5% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling