+240.4%
TPR vs ZM
-66.0%
+306.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.7% |
| 7D | -2.3% | +2.9% | -5.2% | -3.0% |
| 30D | -23.0% | +0.7% | -23.7% | -23.5% |
| 3M | -12.5% | -3.7% | -8.8% | -12.4% |
| 6M | -21.4% | +29.9% | -51.3% | -28.4% |
| YTD | -3.5% | +17.4% | -20.9% | -10.5% |
| 1Y | +17.4% | +22.4% | -5.0% | +7.0% |
| 3Y | +291.3% | +41.3% | +250.0% | +234.3% |
| All | +240.4% | -66.0% | +306.4% | +262.4% |
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