+215.6%
TRV vs ZM
+47.0%
+168.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.9% | -5.7% | +7.6% | +1.9% |
| 30D | +1.7% | -9.1% | +10.8% | +1.6% |
| 3M | +23.9% | +3.5% | +20.4% | +23.9% |
| 6M | +26.3% | +25.7% | +0.6% | +26.6% |
| YTD | +30.8% | +10.8% | +20.1% | +31.0% |
| 1Y | +36.3% | +12.8% | +23.6% | +36.5% |
| 3Y | +145.0% | +33.1% | +111.9% | +146.1% |
| 5Y | +163.9% | -68.3% | +232.2% | +151.0% |
| All | +215.6% | +47.0% | +168.5% | +186.1% |
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