+45.0%
ZM vs TYL
+91.4%
-46.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.5% |
| 7D | -5.9% | +6.7% | -12.5% | -9.7% |
| 30D | -5.2% | +26.5% | -31.7% | -18.7% |
| 3M | -11.3% | +37.3% | -48.6% | -28.1% |
| 6M | -14.5% | +31.2% | -45.7% | -29.7% |
| YTD | +4.2% | -7.4% | +11.5% | +4.9% |
| 1Y | +9.3% | -9.6% | +18.9% | +11.9% |
| 3Y | +45.4% | +1.9% | +43.5% | +28.9% |
| 5Y | -66.0% | -21.1% | -44.9% | -65.0% |
| All | +45.0% | +91.4% | -46.4% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling