-56.8%
TSLL vs ZM
-19.6%
-37.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +7.7% |
| 7D | -21.2% | -5.9% | -15.3% | -16.9% |
| 30D | -13.3% | -5.2% | -8.1% | -9.0% |
| 3M | +15.4% | -11.3% | +26.7% | +26.4% |
| 6M | -34.2% | -14.5% | -19.7% | -27.7% |
| YTD | -52.9% | +4.2% | -57.1% | -58.1% |
| 1Y | -54.3% | +9.3% | -63.7% | -61.7% |
| 3Y | -18.4% | +45.4% | -63.8% | -43.8% |
| All | -56.8% | -19.6% | -37.3% | -63.4% |
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