+55.5%
ZM vs TW
+170.2%
-114.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.8% | -3.8% |
| 7D | +1.6% | -3.5% | +5.1% | +2.9% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | -4.7% | +4.9% | -9.6% | -6.7% |
| 6M | +24.4% | -17.1% | +41.5% | +31.6% |
| YTD | +11.8% | -3.9% | +15.6% | +11.9% |
| 1Y | +13.4% | -13.3% | +26.6% | +17.4% |
| 3Y | +33.8% | +20.9% | +12.9% | +19.2% |
| 5Y | -67.2% | +20.5% | -87.7% | -71.7% |
| All | +55.5% | +170.2% | -114.6% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling