+34.4%
TSLA vs ZM
+34.4%
+0.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.6% |
| 30D | +11.2% | -10.3% | +21.4% | +15.8% |
| 3M | -7.3% | -0.7% | -6.6% | -7.7% |
| 6M | -7.7% | +24.8% | -32.6% | -19.5% |
| YTD | -18.2% | +11.5% | -29.7% | -25.8% |
| 1Y | +6.0% | +12.3% | -6.3% | -5.0% |
| All | +34.4% | +34.4% | +0.1% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling