+59.6%
TXN vs ZM
-68.2%
+127.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -5.7% | +9.7% | +5.2% |
| 30D | -2.9% | -9.1% | +6.2% | -1.2% |
| 3M | -9.1% | +3.5% | -12.6% | -10.3% |
| 6M | +36.6% | +25.7% | +11.0% | +27.1% |
| YTD | +57.5% | +10.8% | +46.7% | +49.9% |
| 1Y | +49.5% | +12.8% | +36.8% | +41.3% |
| 3Y | +76.5% | +33.1% | +43.4% | +57.0% |
| All | +59.6% | -68.2% | +127.8% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling