+12.8%
ZM vs TSLQ
-49.6%
+62.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -5.7% | -6.6% | +0.9% | -6.2% |
| 30D | -9.1% | -24.3% | +15.2% | -10.7% |
| 3M | +3.5% | -3.6% | +7.1% | +4.3% |
| 6M | +25.7% | -12.0% | +37.6% | +26.0% |
| YTD | +10.8% | +1.4% | +9.4% | +11.6% |
| 1Y | +12.8% | -43.6% | +56.3% | +14.4% |
| All | +12.8% | -49.6% | +62.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling