+392.3%
TPR vs ZM
+38.3%
+354.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +14.2% | -5.9% | +20.1% | +14.5% |
| 30D | +17.1% | -5.2% | +22.2% | +17.3% |
| 3M | -17.7% | -11.3% | -6.4% | -17.4% |
| 6M | -10.2% | -14.5% | +4.3% | -9.8% |
| YTD | +4.9% | +4.2% | +0.7% | +3.8% |
| 1Y | +36.1% | +9.3% | +26.8% | +34.3% |
| 3Y | +416.5% | +45.4% | +371.1% | +401.5% |
| 5Y | +254.8% | -66.0% | +320.8% | +220.1% |
| All | +392.3% | +38.3% | +354.0% | +413.5% |
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 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