+51.0%
ZM vs TLN
+583.6%
-532.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +3.1% |
| 7D | +2.9% | +7.1% | -4.1% | +2.6% |
| 30D | +0.7% | -3.9% | +4.6% | +0.8% |
| 3M | -3.7% | -16.2% | +12.5% | -3.3% |
| 6M | +29.9% | -5.8% | +35.7% | +28.9% |
| YTD | +17.4% | -15.4% | +32.9% | +17.1% |
| 1Y | +22.4% | -16.7% | +39.1% | +21.8% |
| 3Y | +41.3% | +473.8% | -432.5% | +8.0% |
| All | +51.0% | +583.6% | -532.5% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling