-68.1%
ZM vs TSN
-19.7%
-48.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | +0.3% | -7.3% | +7.6% | +2.0% |
| 30D | -10.3% | -8.6% | -1.6% | -8.5% |
| 3M | -0.7% | -7.5% | +6.8% | +0.8% |
| 6M | +24.8% | -14.1% | +38.9% | +28.1% |
| YTD | +11.5% | -9.4% | +20.9% | +12.8% |
| 1Y | +12.3% | -4.1% | +16.4% | +11.8% |
| 3Y | +33.5% | +10.3% | +23.1% | +24.5% |
| All | -68.1% | -19.7% | -48.4% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling