+52.2%
TEM vs ZM
+66.0%
-13.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +11.3% | -10.3% | +21.6% | +19.5% |
| 3M | +25.5% | -0.7% | +26.2% | +25.5% |
| 6M | +17.1% | +24.8% | -7.7% | -4.2% |
| YTD | +3.8% | +11.5% | -7.7% | -9.7% |
| 1Y | -24.4% | +12.3% | -36.7% | -35.2% |
| All | +52.2% | +66.0% | -13.8% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling