-40.9%
TSCO vs ZM
+21.7%
-62.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +0.8% |
| 7D | +0.8% | +2.9% | -2.2% | +0.5% |
| 30D | +5.5% | +0.7% | +4.8% | +5.3% |
| 3M | +20.0% | -3.7% | +23.6% | +19.6% |
| 6M | -29.8% | +29.9% | -59.7% | -31.9% |
| YTD | -28.7% | +17.4% | -46.1% | -29.6% |
| 1Y | -40.9% | +22.4% | -63.3% | -42.7% |
| All | -40.9% | +21.7% | -62.6% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling