+127.9%
TT vs ZM
-65.8%
+193.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -2.0% | -5.9% | +3.9% | -1.2% |
| 30D | -14.0% | -5.2% | -8.9% | -13.4% |
| 3M | -15.9% | -11.3% | -4.6% | -14.7% |
| 6M | -17.3% | -14.5% | -2.8% | -16.1% |
| YTD | +4.0% | +4.2% | -0.2% | +1.3% |
| 1Y | -7.1% | +9.3% | -16.4% | -10.4% |
| 3Y | +90.2% | +45.4% | +44.9% | +71.5% |
| All | +127.9% | -65.8% | +193.7% | +127.4% |
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 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