+33.0%
ZM vs TENB
-30.4%
+63.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.8% |
| 7D | -2.7% | -7.1% | +4.4% | -0.5% |
| 30D | -10.0% | -15.4% | +5.4% | -5.7% |
| 3M | +1.6% | +19.5% | -17.9% | -6.6% |
| 6M | +25.0% | +54.8% | -29.8% | +4.1% |
| YTD | +10.6% | +36.1% | -25.5% | -4.0% |
| 1Y | +14.0% | +7.0% | +7.0% | +7.0% |
| All | +33.0% | -30.4% | +63.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling