+54.1%
ZM vs TNA
+5.1%
+49.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -5.7% | -7.3% | +1.6% | -4.4% |
| 30D | -9.1% | -14.2% | +5.1% | -6.5% |
| 3M | +3.5% | -4.6% | +8.1% | +4.1% |
| 6M | +25.7% | +36.9% | -11.3% | +17.0% |
| YTD | +10.8% | +42.5% | -31.8% | +1.7% |
| 1Y | +12.8% | +45.8% | -33.0% | +2.5% |
| 3Y | +33.1% | +104.7% | -71.5% | +7.4% |
| 5Y | -68.3% | -21.7% | -46.6% | -72.9% |
| All | +54.1% | +5.1% | +49.0% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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