-48.9%
TSLL vs ZM
-12.3%
-36.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.9% | -2.1% | -0.5% |
| 7D | +0.5% | +6.8% | -6.3% | -4.0% |
| 30D | +2.7% | +0.1% | +2.5% | +3.1% |
| 3M | +26.3% | -7.5% | +33.8% | +33.9% |
| 6M | -37.2% | -8.4% | -28.7% | -34.5% |
| YTD | -44.2% | +13.7% | -57.9% | -53.7% |
| 1Y | -44.0% | +15.9% | -59.9% | -54.9% |
| 3Y | 0.0% | +58.0% | -58.0% | -35.6% |
| All | -48.9% | -12.3% | -36.6% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling