+47.9%
ZM vs TYL
+90.3%
-42.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | -0.3% | +3.5% | -3.8% | -2.5% |
| 30D | -6.2% | +26.9% | -33.1% | -19.7% |
| 3M | -12.2% | +33.8% | -46.1% | -27.8% |
| 6M | -16.0% | +28.8% | -44.9% | -30.2% |
| YTD | +6.3% | -7.9% | +14.2% | +7.3% |
| 1Y | +12.3% | -9.8% | +22.0% | +15.1% |
| 3Y | +51.2% | +1.2% | +50.0% | +34.7% |
| 5Y | -64.5% | -22.8% | -41.7% | -62.9% |
| All | +47.9% | +90.3% | -42.4% | -24.1% |
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