+45.9%
TEM vs ZM
+64.8%
-18.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | -9.2% | -2.7% | -6.4% | -7.6% |
| 30D | +5.5% | -10.0% | +15.5% | +13.0% |
| 3M | +18.7% | +1.6% | +17.1% | +16.9% |
| 6M | +15.4% | +25.0% | -9.6% | -5.8% |
| YTD | -0.5% | +10.6% | -11.2% | -13.0% |
| 1Y | -24.8% | +14.0% | -38.8% | -36.8% |
| All | +45.9% | +64.8% | -18.8% | -0.7% |
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