+62.2%
ZM vs TYL
+1.3%
+60.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +11.0% | +0.8% | +10.2% | +10.8% |
| 30D | +5.6% | +21.1% | -15.5% | -1.5% |
| 3M | -9.1% | +28.9% | -38.1% | -17.4% |
| 6M | -2.6% | +42.0% | -44.6% | -15.0% |
| YTD | +15.7% | -6.6% | +22.2% | +17.5% |
| 1Y | +18.8% | -9.1% | +27.8% | +21.9% |
| 3Y | +62.2% | +1.8% | +60.3% | +56.2% |
| All | +62.2% | +1.3% | +60.8% | +56.2% |
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