-62.2%
ZM vs TW
+41.2%
-103.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +11.0% | +3.9% | +7.1% | +9.2% |
| 30D | +5.6% | +19.9% | -14.3% | -2.5% |
| 3M | -9.1% | +25.9% | -35.1% | -18.1% |
| 6M | -2.6% | +21.1% | -23.7% | -11.2% |
| YTD | +15.7% | +23.9% | -8.3% | +3.1% |
| 1Y | +18.8% | +21.2% | -2.5% | +7.0% |
| 3Y | +62.2% | +44.8% | +17.4% | +22.3% |
| All | -62.2% | +41.2% | -103.4% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling