-29.7%
TTD vs ZM
+46.9%
-76.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +1.0% |
| 7D | -7.4% | -2.7% | -4.7% | -6.3% |
| 30D | +3.0% | -10.0% | +13.0% | +7.8% |
| 3M | -27.6% | +1.6% | -29.2% | -28.7% |
| 6M | -49.5% | +25.0% | -74.5% | -55.0% |
| YTD | -63.2% | +10.6% | -73.8% | -65.7% |
| 1Y | -69.7% | +14.0% | -83.7% | -72.4% |
| 3Y | -83.3% | +32.5% | -115.8% | -86.2% |
| 5Y | -80.8% | -68.3% | -12.5% | -73.5% |
| All | -29.7% | +46.9% | -76.6% | -44.2% |
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