+63.4%
ZM vs TYL
+65.7%
-2.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +5.7% |
| 7D | +2.9% | -3.7% | +6.6% | +5.2% |
| 30D | +0.7% | +18.7% | -18.1% | -9.8% |
| 3M | -3.7% | +18.1% | -21.8% | -14.5% |
| 6M | +29.9% | -1.1% | +31.0% | +28.5% |
| YTD | +17.4% | -19.8% | +37.2% | +30.8% |
| 1Y | +22.4% | -34.3% | +56.7% | +55.4% |
| 3Y | +41.3% | -8.2% | +49.5% | +33.5% |
| 5Y | -66.0% | -25.4% | -40.6% | -63.1% |
| All | +63.4% | +65.7% | -2.2% | -7.5% |
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 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