+141.1%
TMUS vs ZM
+39.9%
+101.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +9.5% | -1.0% | +10.5% | +9.6% |
| 30D | +13.8% | -7.0% | +20.8% | +14.2% |
| 3M | -4.6% | -15.2% | +10.6% | -3.8% |
| 6M | -11.7% | -16.8% | +5.1% | -11.0% |
| YTD | -15.4% | +5.4% | -20.7% | -16.2% |
| 1Y | -16.1% | +9.3% | -25.5% | -17.2% |
| 3Y | +20.5% | +46.5% | -26.0% | +16.1% |
| 5Y | +48.7% | -63.8% | +112.6% | +50.8% |
| All | +141.1% | +39.9% | +101.3% | +126.5% |
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