+168.4%
TEL vs ZM
+47.0%
+121.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -5.7% | +7.3% | +2.2% |
| 30D | -0.7% | -9.1% | +8.4% | +0.2% |
| 3M | +2.4% | +3.5% | -1.1% | +1.9% |
| 6M | +4.1% | +25.7% | -21.5% | +1.0% |
| YTD | -5.8% | +10.8% | -16.6% | -7.7% |
| 1Y | +0.9% | +12.8% | -11.9% | -1.4% |
| 3Y | +72.6% | +33.1% | +39.5% | +65.1% |
| 5Y | +57.5% | -68.3% | +125.9% | +53.2% |
| All | +168.4% | +47.0% | +121.4% | +169.6% |
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