+34.0%
ZM vs TW
+20.8%
+13.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -10.3% | -0.6% | -9.7% | -10.2% |
| 3M | -0.7% | +3.4% | -4.1% | -1.7% |
| 6M | +24.8% | -18.4% | +43.3% | +29.9% |
| YTD | +11.5% | -3.9% | +15.4% | +11.4% |
| 1Y | +12.3% | -13.3% | +25.7% | +14.4% |
| All | +34.0% | +20.8% | +13.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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