+1,010.2%
TSM vs ZM
+55.9%
+954.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.4% |
| 7D | +2.7% | +2.9% | -0.2% | +2.3% |
| 30D | +3.6% | +0.7% | +2.9% | +3.4% |
| 3M | -3.4% | -3.7% | +0.3% | -3.2% |
| 6M | +20.6% | +29.9% | -9.3% | +15.5% |
| YTD | +41.9% | +17.4% | +24.4% | +37.3% |
| 1Y | +84.4% | +22.4% | +62.0% | +77.1% |
| 3Y | +380.2% | +41.3% | +338.9% | +348.5% |
| 5Y | +275.3% | -66.0% | +341.4% | +278.9% |
| All | +1,010.2% | +55.9% | +954.3% | +1,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling