+37.5%
ZM vs TMF
-41.6%
+79.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +2.9% | -1.4% | +4.4% | +3.0% |
| 30D | +0.7% | -2.8% | +3.5% | +0.8% |
| 3M | -3.7% | -10.9% | +7.2% | -3.4% |
| 6M | +29.9% | -21.3% | +51.2% | +30.7% |
| YTD | +17.4% | -15.9% | +33.3% | +17.9% |
| 1Y | +22.4% | -15.7% | +38.1% | +22.8% |
| All | +37.5% | -41.6% | +79.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling