+159.6%
TEL vs ZM
+48.4%
+111.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.3% |
| 7D | -1.4% | +1.6% | -3.1% | -1.6% |
| 30D | -4.9% | -7.7% | +2.8% | -4.2% |
| 3M | +0.1% | -4.7% | +4.7% | +0.3% |
| 6M | +0.4% | +24.4% | -24.1% | -2.6% |
| YTD | -8.9% | +11.8% | -20.7% | -10.8% |
| 1Y | -0.3% | +13.4% | -13.7% | -2.6% |
| 3Y | +67.6% | +33.8% | +33.8% | +60.2% |
| 5Y | +50.7% | -67.2% | +117.8% | +46.4% |
| All | +159.6% | +48.4% | +111.2% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling