-48.4%
TSLL vs ZM
+11.0%
-59.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -11.0% | -1.0% | -10.0% | -10.3% |
| 30D | -5.3% | -7.0% | +1.7% | -2.2% |
| 3M | +20.8% | -15.2% | +36.0% | +28.2% |
| 6M | -36.0% | -16.8% | -19.2% | -31.7% |
| YTD | -47.3% | +5.4% | -52.6% | -49.4% |
| 1Y | -48.4% | +9.3% | -57.8% | -51.0% |
| All | -48.4% | +11.0% | -59.4% | -51.0% |
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 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