-34.5%
TLT vs ZM
-60.9%
+26.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | -3.1% | +11.0% | -14.1% | -3.3% |
| 30D | +1.0% | +5.6% | -4.6% | +0.9% |
| 3M | -2.7% | -9.1% | +6.4% | -2.5% |
| 6M | -4.1% | -2.6% | -1.6% | -4.2% |
| YTD | -5.4% | +15.7% | -21.0% | -6.0% |
| 1Y | -7.0% | +18.8% | -25.8% | -7.7% |
| 3Y | +2.8% | +62.2% | -59.3% | +0.8% |
| All | -34.5% | -60.9% | +26.3% | -33.1% |
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