+46.6%
ZM vs TYL
+91.9%
-45.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -1.0% | +4.3% | -5.3% | -3.7% |
| 30D | -7.0% | +28.0% | -34.9% | -20.8% |
| 3M | -15.2% | +32.3% | -47.5% | -29.8% |
| 6M | -16.8% | +29.9% | -46.7% | -31.1% |
| YTD | +5.4% | -7.1% | +12.5% | +5.9% |
| 1Y | +9.3% | -9.2% | +18.5% | +11.6% |
| 3Y | +46.5% | +0.7% | +45.8% | +31.1% |
| 5Y | -63.8% | -21.1% | -42.8% | -62.7% |
| All | +46.6% | +91.9% | -45.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling