+466.8%
TT vs ZM
+55.9%
+410.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.5% |
| 7D | -0.2% | +2.9% | -3.2% | -0.3% |
| 30D | -7.4% | +0.7% | -8.1% | -7.4% |
| 3M | -3.2% | -3.7% | +0.5% | -3.1% |
| 6M | +1.1% | +29.9% | -28.8% | -0.1% |
| YTD | +15.6% | +17.4% | -1.8% | +14.5% |
| 1Y | +9.2% | +22.4% | -13.2% | +7.9% |
| 3Y | +124.4% | +41.3% | +83.1% | +119.8% |
| 5Y | +138.0% | -66.0% | +204.0% | +124.2% |
| All | +466.8% | +55.9% | +410.9% | +441.5% |
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