+54.1%
ZM vs TECK
+189.8%
-135.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -5.7% | -3.8% | -1.8% | -5.6% |
| 30D | -9.1% | +0.7% | -9.8% | -9.1% |
| 3M | +3.5% | +4.6% | -1.1% | +3.2% |
| 6M | +25.7% | +25.1% | +0.6% | +24.3% |
| YTD | +10.8% | +39.2% | -28.4% | +9.0% |
| 1Y | +12.8% | +60.3% | -47.6% | +10.3% |
| 3Y | +33.1% | +62.9% | -29.8% | +29.3% |
| 5Y | -68.3% | +181.5% | -249.8% | -67.9% |
| All | +54.1% | +189.8% | -135.6% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling