-34.5%
TLT vs ZM
-67.0%
+32.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | -0.3% | -7.7% | +7.4% | -0.1% |
| 3M | -1.7% | -4.7% | +2.9% | -1.7% |
| 6M | -4.9% | +24.4% | -29.3% | -5.5% |
| YTD | -2.8% | +11.8% | -14.6% | -3.3% |
| 1Y | -4.2% | +13.4% | -17.6% | -4.7% |
| 3Y | -1.1% | +33.8% | -34.9% | -2.4% |
| All | -34.5% | -67.0% | +32.5% | -36.1% |
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 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