+96.7%
TFC vs ZM
+30.9%
+65.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | -2.5% | -7.7% | +5.2% | -1.2% |
| 3M | +4.5% | -4.7% | +9.2% | +5.0% |
| 6M | +11.0% | +24.4% | -13.5% | +3.1% |
| YTD | +5.9% | +11.8% | -5.9% | +0.2% |
| 1Y | +14.6% | +13.4% | +1.2% | +7.6% |
| 3Y | +96.7% | +33.8% | +62.9% | +67.9% |
| All | +96.7% | +30.9% | +65.8% | +67.9% |
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 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