+152.9%
TMUS vs ZM
+48.0%
+104.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -5.3% | +0.3% | -5.7% | -5.4% |
| 30D | +0.1% | -10.3% | +10.4% | +0.7% |
| 3M | -0.6% | -0.7% | +0.1% | -0.7% |
| 6M | -17.5% | +24.8% | -42.4% | -18.9% |
| YTD | -11.3% | +11.5% | -22.7% | -12.3% |
| 1Y | -25.4% | +12.3% | -37.7% | -26.3% |
| 3Y | +35.5% | +33.5% | +2.0% | +31.6% |
| 5Y | +41.9% | -67.5% | +109.4% | +44.4% |
| All | +152.9% | +48.0% | +104.9% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling