+335.9%
TPR vs ZM
+48.4%
+287.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -3.5% |
| 7D | -3.4% | +1.6% | -5.0% | -3.4% |
| 30D | -27.3% | -7.7% | -19.6% | -27.1% |
| 3M | -16.2% | -4.7% | -11.6% | -16.2% |
| 6M | -17.9% | +24.4% | -42.3% | -19.3% |
| YTD | -7.1% | +11.8% | -18.9% | -8.3% |
| 1Y | +13.6% | +13.4% | +0.3% | +12.0% |
| 3Y | +293.7% | +33.8% | +259.9% | +283.4% |
| 5Y | +239.1% | -67.2% | +306.2% | +202.2% |
| All | +335.9% | +48.4% | +287.5% | +353.6% |
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