+437.6%
TT vs ZM
+50.9%
+386.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.9% | -6.9% | +0.7% |
| 7D | +3.5% | +6.8% | -3.3% | +3.3% |
| 30D | -11.0% | +0.1% | -11.2% | -11.1% |
| 3M | -12.0% | -7.5% | -4.5% | -11.8% |
| 6M | -10.4% | -8.4% | -2.0% | -10.3% |
| YTD | +9.9% | +13.7% | -3.7% | +9.0% |
| 1Y | +1.5% | +15.9% | -14.5% | +0.4% |
| 3Y | +93.7% | +58.0% | +35.7% | +89.1% |
| 5Y | +139.2% | -60.4% | +199.6% | +127.4% |
| All | +437.6% | +50.9% | +386.8% | +414.0% |
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 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