+55.5%
ZM vs TECK
+213.9%
-158.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.2% | -9.0% | -5.0% |
| 7D | +1.6% | +7.8% | -6.1% | +1.3% |
| 30D | -7.7% | +8.3% | -16.0% | -8.0% |
| 3M | -4.7% | +16.1% | -20.7% | -5.3% |
| 6M | +24.4% | +42.9% | -18.4% | +22.5% |
| YTD | +11.8% | +50.8% | -39.0% | +9.7% |
| 1Y | +13.4% | +106.1% | -92.7% | +9.9% |
| 3Y | +33.8% | +84.0% | -50.2% | +29.7% |
| 5Y | -67.2% | +223.5% | -290.6% | -66.6% |
| All | +55.5% | +213.9% | -158.4% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling