+54.0%
ZM vs TDY
+133.9%
-80.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -2.7% | -1.9% | -0.9% | -2.4% |
| 30D | -10.0% | -12.5% | +2.5% | -8.2% |
| 3M | +1.6% | -0.8% | +2.4% | +1.5% |
| 6M | +25.0% | -9.0% | +34.0% | +26.4% |
| YTD | +10.6% | +16.8% | -6.2% | +6.9% |
| 1Y | +14.0% | +9.5% | +4.5% | +11.3% |
| 3Y | +32.5% | +45.4% | -12.9% | +23.5% |
| 5Y | -68.3% | +37.8% | -106.2% | -70.8% |
| All | +54.0% | +133.9% | -80.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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