+34.4%
ZM vs TSN
+11.5%
+22.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.0% |
| 7D | +1.6% | -5.0% | +6.7% | +2.2% |
| 30D | -7.7% | -9.1% | +1.4% | -6.6% |
| 3M | -4.7% | -7.4% | +2.8% | -3.9% |
| 6M | +24.4% | -13.4% | +37.8% | +25.8% |
| YTD | +11.8% | -8.5% | +20.3% | +12.0% |
| 1Y | +13.4% | -3.2% | +16.5% | +12.6% |
| All | +34.4% | +11.5% | +22.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling