+152.6%
TJX vs ZM
+47.0%
+105.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -4.4% |
| 30D | -17.2% | -9.1% | -8.1% | -16.9% |
| 3M | -24.9% | +3.5% | -28.4% | -25.0% |
| 6M | -19.7% | +25.7% | -45.3% | -20.5% |
| YTD | -17.2% | +10.8% | -28.0% | -17.8% |
| 1Y | -9.4% | +12.8% | -22.2% | -10.1% |
| 3Y | +43.1% | +33.1% | +9.9% | +40.6% |
| 5Y | +96.7% | -68.3% | +165.0% | +86.0% |
| All | +152.6% | +47.0% | +105.6% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling