+42.5%
ZM vs TLN
+574.4%
-531.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.7% | -1.3% | -4.3% | -5.6% |
| 30D | -9.1% | -14.3% | +5.2% | -8.5% |
| 3M | +3.5% | -9.3% | +12.8% | +3.4% |
| 6M | +25.7% | -1.1% | +26.8% | +24.3% |
| YTD | +10.8% | -16.6% | +27.3% | +10.5% |
| 1Y | +12.8% | -22.0% | +34.8% | +12.9% |
| 3Y | +33.1% | +470.2% | -437.0% | +1.7% |
| All | +42.5% | +574.4% | -531.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling