+70.1%
TXN vs ZM
+33.4%
+36.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | +2.0% | -2.7% | +4.7% | +2.4% |
| 30D | -8.0% | -10.0% | +2.0% | -6.7% |
| 3M | -7.8% | +1.6% | -9.3% | -8.2% |
| 6M | +32.4% | +25.0% | +7.4% | +23.9% |
| YTD | +51.7% | +10.6% | +41.1% | +45.0% |
| 1Y | +44.3% | +14.0% | +30.3% | +36.3% |
| All | +70.1% | +33.4% | +36.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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