+61.0%
ZM vs TMF
-83.3%
+144.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | +11.0% | -9.3% | +20.3% | +12.2% |
| 30D | +5.6% | +1.9% | +3.7% | +5.3% |
| 3M | -9.1% | -11.2% | +2.1% | -8.1% |
| 6M | -2.6% | -17.7% | +15.1% | -0.7% |
| YTD | +15.7% | -24.5% | +40.1% | +18.8% |
| 1Y | +18.8% | -29.4% | +48.2% | +22.9% |
| 3Y | +62.2% | -33.4% | +95.6% | +64.5% |
| 5Y | -60.9% | -88.7% | +27.8% | -49.9% |
| All | +61.0% | -83.3% | +144.3% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling