+290.7%
TSM vs ZM
-67.8%
+358.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +3.5% |
| 7D | +6.0% | +1.6% | +4.4% | +5.6% |
| 30D | +4.5% | -7.7% | +12.2% | +6.2% |
| 3M | +3.1% | -4.7% | +7.8% | +3.6% |
| 6M | +30.2% | +24.4% | +5.8% | +21.2% |
| YTD | +45.2% | +11.8% | +33.4% | +37.9% |
| 1Y | +79.6% | +13.4% | +66.2% | +69.2% |
| 3Y | +411.0% | +33.8% | +377.2% | +350.8% |
| 5Y | +290.7% | -67.2% | +357.9% | +300.0% |
| All | +290.7% | -67.8% | +358.5% | +300.0% |
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