+404.4%
TPR vs ZM
+41.1%
+363.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +2.4% |
| 7D | +12.7% | -0.3% | +13.0% | +12.7% |
| 30D | +17.1% | -6.2% | +23.2% | +17.3% |
| 3M | -15.9% | -12.2% | -3.6% | -15.5% |
| 6M | +2.6% | -16.0% | +18.6% | +3.1% |
| YTD | +7.5% | +6.3% | +1.2% | +6.3% |
| 1Y | +32.9% | +12.3% | +20.7% | +31.0% |
| 3Y | +413.8% | +51.2% | +362.6% | +398.2% |
| 5Y | +263.9% | -64.5% | +328.4% | +228.8% |
| All | +404.4% | +41.1% | +363.3% | +425.7% |
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