+43.0%
TMUS vs ZM
-67.8%
+110.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.6% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | +3.1% | -7.7% | +10.8% | +3.8% |
| 3M | +2.4% | -4.7% | +7.1% | +2.6% |
| 6M | -17.1% | +24.4% | -41.5% | -19.2% |
| YTD | -9.1% | +11.8% | -20.8% | -10.7% |
| 1Y | -23.6% | +13.4% | -37.0% | -25.2% |
| 3Y | +38.8% | +33.8% | +5.0% | +32.1% |
| 5Y | +43.0% | -67.2% | +110.1% | +45.5% |
| All | +43.0% | -67.8% | +110.8% | +45.5% |
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 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