-62.2%
ZM vs TD
+101.4%
-163.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +11.0% | +1.1% | +9.9% | +10.5% |
| 30D | +5.6% | +5.2% | +0.4% | +3.4% |
| 3M | -9.1% | +1.2% | -10.4% | -9.8% |
| 6M | -2.6% | +17.7% | -20.3% | -10.0% |
| YTD | +15.7% | +34.2% | -18.6% | -0.3% |
| 1Y | +18.8% | +55.4% | -36.7% | -5.1% |
| 3Y | +62.2% | +130.4% | -68.2% | +4.0% |
| All | -62.2% | +101.4% | -163.5% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling