+152.8%
TJX vs ZM
+48.0%
+104.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -20.3% | -10.3% | -10.1% | -20.1% |
| 3M | -23.3% | -0.7% | -22.6% | -23.3% |
| 6M | -19.7% | +24.8% | -44.5% | -20.5% |
| YTD | -17.1% | +11.5% | -28.6% | -17.7% |
| 1Y | -8.8% | +12.3% | -21.1% | -9.5% |
| 3Y | +43.4% | +33.5% | +9.9% | +40.9% |
| 5Y | +95.2% | -67.5% | +162.7% | +84.7% |
| All | +152.8% | +48.0% | +104.8% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling