+38.3%
ZM vs TYL
-8.1%
+46.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +4.7% |
| 7D | +2.9% | -3.7% | +6.6% | +4.2% |
| 30D | +0.7% | +18.7% | -18.1% | -5.5% |
| 3M | -3.7% | +18.1% | -21.8% | -10.0% |
| 6M | +29.9% | -1.1% | +31.0% | +28.5% |
| YTD | +17.4% | -19.8% | +37.2% | +26.1% |
| 1Y | +22.4% | -34.3% | +56.7% | +41.6% |
| All | +38.3% | -8.1% | +46.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling