+77.9%
TEM vs ZM
+72.3%
+5.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -7.0% |
| 7D | -5.9% | +11.0% | -16.9% | -12.2% |
| 30D | +4.8% | +5.6% | -0.8% | +1.0% |
| 3M | +31.9% | -9.1% | +41.0% | +39.5% |
| 6M | +56.0% | -2.6% | +58.6% | +55.2% |
| YTD | +21.3% | +15.7% | +5.6% | +2.1% |
| 1Y | +5.4% | +18.8% | -13.4% | -14.1% |
| All | +77.9% | +72.3% | +5.6% | +16.6% |
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 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