+24.5%
TMO vs ZM
+13.6%
+10.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -5.7% | +5.0% | -0.3% |
| 30D | +1.1% | -9.1% | +10.2% | +1.7% |
| 3M | +28.3% | +3.5% | +24.8% | +28.1% |
| 6M | +23.3% | +25.7% | -2.4% | +19.9% |
| YTD | +5.5% | +10.8% | -5.3% | +3.7% |
| 1Y | +24.5% | +12.8% | +11.8% | +20.1% |
| All | +24.5% | +13.6% | +10.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling