+429.0%
TT vs ZM
+53.5%
+375.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.5% |
| 7D | +4.0% | +11.0% | -7.0% | +3.6% |
| 30D | -11.3% | +5.6% | -17.0% | -11.5% |
| 3M | -12.3% | -9.1% | -3.2% | -12.1% |
| 6M | -10.8% | -2.6% | -8.3% | -10.9% |
| YTD | +8.2% | +15.7% | -7.5% | +7.1% |
| 1Y | +1.5% | +18.8% | -17.3% | +0.4% |
| 3Y | +91.5% | +62.2% | +29.3% | +86.8% |
| 5Y | +130.2% | -60.9% | +191.1% | +118.4% |
| All | +429.0% | +53.5% | +375.4% | +405.4% |
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