-52.1%
TSLL vs ZM
-18.0%
-34.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +9.3% |
| 7D | -14.3% | -0.3% | -14.0% | -13.4% |
| 30D | -6.2% | -6.2% | 0.0% | -0.6% |
| 3M | +21.2% | -12.2% | +33.4% | +34.1% |
| 6M | -36.6% | -16.0% | -20.6% | -29.1% |
| YTD | -47.8% | +6.3% | -54.0% | -54.2% |
| 1Y | -45.2% | +12.3% | -57.5% | -55.0% |
| 3Y | -3.3% | +51.2% | -54.5% | -35.4% |
| All | -52.1% | -18.0% | -34.2% | -60.0% |
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