+46.2%
ZM vs TLN
+716.6%
-670.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +3.0% | +7.6% |
| 7D | +6.8% | +15.9% | -9.1% | +5.9% |
| 30D | +0.1% | -0.3% | +0.4% | 0.0% |
| 3M | -7.5% | +5.8% | -13.3% | -8.1% |
| 6M | -8.4% | -1.2% | -7.2% | -9.1% |
| YTD | +13.7% | +1.0% | +12.6% | +12.1% |
| 1Y | +15.9% | +1.1% | +14.8% | +14.2% |
| 3Y | +58.0% | +591.7% | -533.7% | +18.9% |
| All | +46.2% | +716.6% | -670.4% | +7.5% |
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