+829.0%
TTMI vs ZM
+47.0%
+782.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | +0.7% | -5.7% | +6.4% | +1.2% |
| 30D | -8.4% | -9.1% | +0.7% | -7.7% |
| 3M | -32.5% | +3.5% | -36.0% | -32.9% |
| 6M | +32.5% | +25.7% | +6.8% | +28.4% |
| YTD | +83.2% | +10.8% | +72.5% | +79.3% |
| 1Y | +161.7% | +12.8% | +148.9% | +155.6% |
| 3Y | +890.1% | +33.1% | +857.0% | +847.1% |
| 5Y | +832.4% | -68.3% | +900.8% | +796.3% |
| All | +829.0% | +47.0% | +782.0% | +765.7% |
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