-21.1%
TTD vs ZM
+53.5%
-74.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +0.4% |
| 7D | +21.3% | +11.0% | +10.2% | +15.6% |
| 30D | +28.7% | +5.6% | +23.1% | +25.4% |
| 3M | +7.7% | -9.1% | +16.8% | +11.7% |
| 6M | -23.5% | -2.6% | -20.9% | -23.7% |
| YTD | -58.7% | +15.7% | -74.3% | -62.5% |
| 1Y | -63.4% | +18.8% | -82.2% | -67.3% |
| 3Y | -75.3% | +62.2% | -137.5% | -81.4% |
| 5Y | -84.4% | -60.9% | -23.5% | -80.0% |
| All | -21.1% | +53.5% | -74.6% | -38.9% |
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