+36.0%
TSM vs ZM
+8.0%
+28.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -10.0% | -8.4% | -1.6% | -9.5% |
| 30D | -18.5% | -1.9% | -16.6% | -18.3% |
| 3M | -4.9% | -10.1% | +5.2% | -4.5% |
| 6M | -1.0% | -13.9% | +12.9% | +0.8% |
| YTD | +31.3% | +6.4% | +24.8% | +31.9% |
| 1Y | +36.0% | +9.6% | +26.5% | +36.3% |
| All | +36.0% | +8.0% | +28.0% | +36.3% |
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