+278.9%
TSM vs ZM
-61.0%
+339.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.9% | -3.6% | +2.4% |
| 7D | +4.4% | +6.8% | -2.3% | +2.9% |
| 30D | -7.0% | +0.1% | -7.1% | -7.0% |
| 3M | -1.8% | -7.5% | +5.7% | -0.3% |
| 6M | +2.7% | -8.4% | +11.1% | +3.9% |
| YTD | +37.1% | +13.7% | +23.4% | +29.6% |
| 1Y | +43.5% | +15.9% | +27.5% | +34.6% |
| 3Y | +341.5% | +58.0% | +283.5% | +271.4% |
| 5Y | +278.9% | -60.4% | +339.3% | +270.9% |
| All | +278.9% | -61.0% | +339.8% | +270.9% |
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