-66.2%
ZM vs TMF
-87.5%
+21.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 6M | +29.9% | -21.3% | +51.2% | +31.5% |
| YTD | +17.4% | -15.9% | +33.3% | +18.4% |
| 1Y | +22.4% | -15.7% | +38.1% | +23.3% |
| 3Y | +41.3% | -43.4% | +84.6% | +43.7% |
| All | -66.2% | -87.5% | +21.3% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling