+9.6%
ZM vs TECK
+59.3%
-49.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.2% |
| 7D | -8.4% | +2.3% | -10.7% | -8.5% |
| 30D | -1.9% | -5.0% | +3.1% | -1.7% |
| 3M | -10.1% | -0.3% | -9.8% | -10.1% |
| 6M | -13.9% | +13.9% | -27.7% | -14.1% |
| YTD | +6.4% | +35.2% | -28.8% | 0.0% |
| 1Y | +9.6% | +57.5% | -48.0% | -3.9% |
| All | +9.6% | +59.3% | -49.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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