+12.8%
ZM vs TCOM
-46.9%
+59.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.7% | -4.9% | -0.8% | -4.6% |
| 30D | -9.1% | -14.4% | +5.3% | -6.0% |
| 3M | +3.5% | -17.7% | +21.2% | +7.4% |
| 6M | +25.7% | -25.1% | +50.8% | +32.9% |
| YTD | +10.8% | -45.7% | +56.5% | +23.3% |
| 1Y | +12.8% | -47.9% | +60.6% | +25.9% |
| All | +12.8% | -46.9% | +59.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling