+62.2%
ZM vs TD
+132.8%
-70.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +11.0% | +1.1% | +9.9% | +10.8% |
| 30D | +5.6% | +5.2% | +0.4% | +4.6% |
| 3M | -9.1% | +1.2% | -10.4% | -9.4% |
| 6M | -2.6% | +17.7% | -20.3% | -6.7% |
| YTD | +15.7% | +34.2% | -18.6% | +5.9% |
| 1Y | +18.8% | +55.4% | -36.7% | +3.2% |
| 3Y | +62.2% | +130.4% | -68.2% | +23.3% |
| All | +62.2% | +132.8% | -70.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling