+45.0%
ZM vs TMF
-81.6%
+126.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -5.9% | +1.2% | -7.1% | -6.0% |
| 30D | -5.2% | +19.7% | -24.9% | -7.2% |
| 3M | -11.3% | -2.1% | -9.2% | -11.2% |
| 6M | -14.5% | -13.4% | -1.1% | -13.3% |
| YTD | +4.2% | -16.7% | +20.9% | +5.9% |
| 1Y | +9.3% | -23.3% | +32.7% | +12.1% |
| 3Y | +45.4% | -24.8% | +70.2% | +45.4% |
| 5Y | -66.0% | -88.0% | +22.0% | -56.7% |
| All | +45.0% | -81.6% | +126.6% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling