+61.0%
ZM vs TSN
-0.5%
+61.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.2% |
| 7D | +11.0% | -1.4% | +12.5% | +11.1% |
| 30D | +5.6% | +8.5% | -2.8% | +5.1% |
| 3M | -9.1% | +5.3% | -14.4% | -9.5% |
| 6M | -2.6% | -10.5% | +7.9% | -2.0% |
| YTD | +15.7% | +3.0% | +12.7% | +15.2% |
| 1Y | +18.8% | +12.1% | +6.6% | +17.6% |
| 3Y | +62.2% | +43.1% | +19.1% | +58.3% |
| 5Y | -60.9% | -15.1% | -45.8% | -61.0% |
| All | +61.0% | -0.5% | +61.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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