+41.0%
TMUS vs ZM
-65.8%
+106.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +3.6% | -5.9% | +9.4% | +4.1% |
| 30D | -3.4% | -5.2% | +1.8% | -3.1% |
| 3M | -9.5% | -11.3% | +1.8% | -8.8% |
| 6M | -15.2% | -14.5% | -0.7% | -14.5% |
| YTD | -18.9% | +4.2% | -23.1% | -20.1% |
| 1Y | -17.7% | +9.3% | -27.0% | -19.3% |
| 3Y | +15.6% | +45.4% | -29.7% | +8.5% |
| All | +41.0% | -65.8% | +106.8% | +38.2% |
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