+55.1%
ZM vs TCOM
-10.5%
+65.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.2% |
| 7D | +0.3% | -10.2% | +10.5% | +1.9% |
| 30D | -10.3% | -16.8% | +6.5% | -7.8% |
| 3M | -0.7% | -16.7% | +16.0% | +1.9% |
| 6M | +24.8% | -27.1% | +51.9% | +30.4% |
| YTD | +11.5% | -45.5% | +57.0% | +21.1% |
| 1Y | +12.3% | -45.9% | +58.2% | +22.1% |
| 3Y | +33.5% | +9.8% | +23.7% | +28.9% |
| 5Y | -67.5% | +23.8% | -91.3% | -71.4% |
| All | +55.1% | -10.5% | +65.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling