-16.8%
TLT vs ZM
+55.9%
-72.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | -0.4% | +2.9% | -3.4% | -0.5% |
| 30D | -0.6% | +0.7% | -1.3% | -0.6% |
| 3M | -2.7% | -3.7% | +1.0% | -2.7% |
| 6M | -5.6% | +29.9% | -35.5% | -6.5% |
| YTD | -2.8% | +17.4% | -20.2% | -3.5% |
| 1Y | -1.4% | +22.4% | -23.8% | -2.3% |
| 3Y | -1.6% | +41.3% | -42.9% | -3.2% |
| 5Y | -33.8% | -66.0% | +32.2% | -32.5% |
| All | -16.8% | +55.9% | -72.7% | -15.5% |
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 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