-67.2%
ZM vs TAP
0.0%
-67.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -4.0% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | -7.7% | -9.4% | +1.7% | -5.8% |
| 3M | -4.7% | -0.8% | -3.9% | -4.5% |
| 6M | +24.4% | -14.7% | +39.2% | +28.3% |
| YTD | +11.8% | -13.9% | +25.7% | +14.6% |
| 1Y | +13.4% | -18.6% | +32.0% | +17.5% |
| 3Y | +33.8% | -32.0% | +65.8% | +43.2% |
| 5Y | -67.2% | -1.0% | -66.2% | -66.6% |
| All | -67.2% | 0.0% | -67.1% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling