-68.1%
ZM vs TECK
+199.3%
-267.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +0.3% | +4.9% | -4.5% | -0.4% |
| 30D | -10.3% | +5.2% | -15.5% | -11.0% |
| 3M | -0.7% | +13.8% | -14.5% | -2.9% |
| 6M | +24.8% | +38.5% | -13.7% | +17.6% |
| YTD | +11.5% | +47.3% | -35.9% | +3.5% |
| 1Y | +12.3% | +81.0% | -68.7% | +0.4% |
| 3Y | +33.5% | +79.9% | -46.4% | +16.3% |
| All | -68.1% | +199.3% | -267.4% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling