+850.4%
TTMI vs ZM
+48.4%
+802.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +3.4% |
| 7D | +12.2% | +1.6% | +10.5% | +12.0% |
| 30D | -5.7% | -7.7% | +2.0% | -5.2% |
| 3M | -27.5% | -4.7% | -22.8% | -27.4% |
| 6M | +47.1% | +24.4% | +22.7% | +42.8% |
| YTD | +87.5% | +11.8% | +75.7% | +83.3% |
| 1Y | +175.2% | +13.4% | +161.9% | +168.6% |
| 3Y | +901.9% | +33.8% | +868.1% | +857.8% |
| 5Y | +843.5% | -67.2% | +910.6% | +806.3% |
| All | +850.4% | +48.4% | +802.0% | +784.8% |
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