+33.8%
ZM vs TLN
+494.5%
-460.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.6% | -4.9% |
| 7D | +1.6% | +10.9% | -9.3% | +1.2% |
| 30D | -7.7% | -6.3% | -1.4% | -7.5% |
| 3M | -4.7% | -10.7% | +6.0% | -4.6% |
| 6M | +24.4% | +1.6% | +22.8% | +23.0% |
| YTD | +11.8% | -13.1% | +24.9% | +11.3% |
| 1Y | +13.4% | -15.1% | +28.4% | +12.8% |
| 3Y | +33.8% | +495.0% | -461.2% | +5.0% |
| All | +33.8% | +494.5% | -460.6% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling