+14.0%
TFC vs ZM
+15.1%
-1.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.1% | +10.0% | -9.9% | -0.1% |
| 30D | +8.6% | -0.5% | +9.1% | +8.6% |
| 3M | -4.3% | -7.1% | +2.7% | -4.3% |
| 6M | +5.4% | -5.1% | +10.5% | +5.2% |
| YTD | +4.5% | +13.2% | -8.7% | +2.2% |
| 1Y | +14.0% | +15.3% | -1.4% | +10.9% |
| All | +14.0% | +15.1% | -1.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling