+55.1%
ZM vs TNA
+7.2%
+47.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.5% |
| 7D | +0.3% | -3.6% | +3.9% | +1.0% |
| 30D | -10.3% | -10.1% | -0.2% | -8.5% |
| 3M | -0.7% | +2.7% | -3.4% | -1.5% |
| 6M | +24.8% | +38.4% | -13.6% | +15.9% |
| YTD | +11.5% | +45.4% | -34.0% | +2.0% |
| 1Y | +12.3% | +55.9% | -43.6% | +0.8% |
| 3Y | +33.5% | +109.8% | -76.3% | +7.1% |
| 5Y | -67.5% | -22.5% | -45.0% | -72.3% |
| All | +55.1% | +7.2% | +47.9% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling