-0.9%
ZM vs TSLQ
-97.3%
+96.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.0% | +3.1% | -5.7% |
| 7D | +1.6% | -8.6% | +10.2% | +0.7% |
| 30D | -7.7% | -24.9% | +17.2% | -10.2% |
| 3M | -4.7% | -1.5% | -3.1% | -3.0% |
| 6M | +24.4% | -18.1% | +42.5% | +25.2% |
| YTD | +11.8% | -0.1% | +11.9% | +15.9% |
| 1Y | +13.4% | -51.4% | +64.7% | +9.4% |
| 3Y | +33.8% | -95.9% | +129.8% | +12.5% |
| All | -0.9% | -97.3% | +96.3% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling