-13.3%
TSLA vs ZM
+8.0%
-21.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -4.7% | -8.4% | +3.7% | -3.1% |
| 30D | +1.7% | -1.9% | +3.6% | +2.1% |
| 3M | +17.7% | -10.1% | +27.7% | +19.7% |
| 6M | -1.9% | -13.9% | +12.0% | +0.3% |
| YTD | -14.3% | +6.4% | -20.8% | -16.9% |
| 1Y | -13.3% | +9.6% | -22.9% | -16.8% |
| All | -13.3% | +8.0% | -21.3% | -16.8% |
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