+54.0%
ZM vs TAP
-20.2%
+74.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.8% |
| 7D | -2.7% | -5.3% | +2.5% | -3.3% |
| 30D | -10.0% | -7.4% | -2.6% | -10.7% |
| 3M | +1.6% | -4.9% | +6.5% | +1.1% |
| 6M | +25.0% | -14.2% | +39.2% | +22.9% |
| YTD | +10.6% | -14.8% | +25.5% | +8.9% |
| 1Y | +14.0% | -18.1% | +32.1% | +11.7% |
| 3Y | +32.5% | -32.7% | +65.2% | +25.9% |
| 5Y | -68.3% | -0.5% | -67.9% | -65.8% |
| All | +54.0% | -20.2% | +74.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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