+54.1%
ZM vs TENB
-3.7%
+57.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.5% |
| 7D | -5.7% | -12.1% | +6.4% | -0.8% |
| 30D | -9.1% | -18.6% | +9.5% | -1.9% |
| 3M | +3.5% | +12.1% | -8.5% | -4.2% |
| 6M | +25.7% | +46.8% | -21.1% | +2.3% |
| YTD | +10.8% | +28.0% | -17.2% | -5.2% |
| 1Y | +12.8% | -1.4% | +14.2% | +7.8% |
| 3Y | +33.1% | -33.9% | +67.1% | +44.9% |
| 5Y | -68.3% | -34.6% | -33.7% | -66.6% |
| All | +54.1% | -3.7% | +57.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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