+972.8%
TSM vs ZM
+50.9%
+921.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.9% | -3.6% | +3.2% |
| 7D | +4.4% | +6.8% | -2.3% | +3.6% |
| 30D | -7.0% | +0.1% | -7.1% | -7.0% |
| 3M | -1.8% | -7.5% | +5.7% | -0.9% |
| 6M | +2.7% | -8.4% | +11.1% | +3.4% |
| YTD | +37.1% | +13.7% | +23.4% | +33.2% |
| 1Y | +43.5% | +15.9% | +27.5% | +38.8% |
| 3Y | +341.5% | +58.0% | +283.5% | +306.5% |
| 5Y | +278.9% | -60.4% | +339.3% | +280.6% |
| All | +972.8% | +50.9% | +921.9% | +972.5% |
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