+132.7%
TTWO vs ZM
+48.0%
+84.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -16.7% | -10.3% | -6.5% | -15.4% |
| 3M | -0.4% | -0.7% | +0.2% | -0.7% |
| 6M | -1.6% | +24.8% | -26.4% | -6.1% |
| YTD | -17.5% | +11.5% | -29.0% | -20.1% |
| 1Y | -14.8% | +12.3% | -27.1% | -17.7% |
| 3Y | +47.9% | +33.5% | +14.4% | +37.0% |
| 5Y | +34.5% | -67.5% | +101.9% | +44.5% |
| All | +132.7% | +48.0% | +84.7% | +111.5% |
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