+9.3%
ZM vs TYL
-8.1%
+17.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -1.0% | +4.3% | -5.3% | -2.3% |
| 30D | -7.0% | +28.0% | -34.9% | -14.5% |
| 3M | -15.2% | +32.3% | -47.5% | -23.1% |
| 6M | -16.8% | +29.9% | -46.7% | -24.8% |
| YTD | +5.4% | -7.1% | +12.5% | +18.1% |
| 1Y | +9.3% | -9.2% | +18.5% | +25.3% |
| All | +9.3% | -8.1% | +17.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling