+97.2%
TJX vs ZM
-68.2%
+165.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -3.8% |
| 30D | -17.2% | -9.1% | -8.1% | -16.2% |
| 3M | -24.9% | +3.5% | -28.4% | -25.5% |
| 6M | -19.7% | +25.7% | -45.3% | -23.1% |
| YTD | -17.2% | +10.8% | -28.0% | -19.7% |
| 1Y | -9.4% | +12.8% | -22.2% | -12.6% |
| 3Y | +43.1% | +33.1% | +9.9% | +32.0% |
| All | +97.2% | -68.2% | +165.4% | +102.5% |
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