+54.0%
ZM vs TSN
-11.2%
+65.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -10.0% | -6.2% | -3.8% | -9.7% |
| 3M | +1.6% | -5.7% | +7.3% | +1.9% |
| 6M | +25.0% | -11.4% | +36.3% | +25.6% |
| YTD | +10.6% | -8.2% | +18.8% | +11.0% |
| 1Y | +14.0% | -2.0% | +16.0% | +13.8% |
| 3Y | +32.5% | +11.9% | +20.6% | +31.0% |
| 5Y | -68.3% | -17.8% | -50.6% | -68.0% |
| All | +54.0% | -11.2% | +65.2% | +46.9% |
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