+75.4%
TSM vs ZM
+12.7%
+62.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +4.8% | +0.3% | +4.4% | +4.7% |
| 30D | +4.0% | -10.3% | +14.3% | +4.2% |
| 3M | +2.0% | -0.7% | +2.6% | +2.7% |
| 6M | +25.5% | +24.8% | +0.7% | +24.5% |
| YTD | +44.0% | +11.5% | +32.5% | +44.3% |
| 1Y | +75.4% | +12.3% | +63.1% | +76.5% |
| All | +75.4% | +12.7% | +62.7% | +76.5% |
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 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