+43.4%
ZM vs TLN
+589.3%
-546.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +0.3% | +5.8% | -5.5% | +0.1% |
| 30D | -10.3% | -6.9% | -3.4% | -10.1% |
| 3M | -0.7% | -10.9% | +10.2% | -0.6% |
| 6M | +24.8% | -4.6% | +29.4% | +23.8% |
| YTD | +11.5% | -14.7% | +26.2% | +11.1% |
| 1Y | +12.3% | -17.9% | +30.2% | +12.0% |
| 3Y | +33.5% | +483.9% | -450.4% | +1.8% |
| All | +43.4% | +589.3% | -546.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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