+9.6%
ZM vs TMF
-23.9%
+33.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -8.4% | +4.0% | -12.4% | -8.5% |
| 30D | -1.9% | +19.5% | -21.4% | -3.0% |
| 3M | -10.1% | -3.5% | -6.5% | -10.0% |
| 6M | -13.9% | -10.6% | -3.3% | -14.0% |
| YTD | +6.4% | -17.1% | +23.5% | +5.5% |
| 1Y | +9.6% | -24.3% | +33.8% | +8.4% |
| All | +9.6% | -23.9% | +33.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling