+175.9%
TXN vs ZM
+48.4%
+127.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.8% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | -9.5% | -7.7% | -1.8% | -8.8% |
| 3M | -10.5% | -4.7% | -5.9% | -10.3% |
| 6M | +35.4% | +24.4% | +10.9% | +30.5% |
| YTD | +51.8% | +11.8% | +40.0% | +47.7% |
| 1Y | +42.9% | +13.4% | +29.6% | +38.7% |
| 3Y | +71.3% | +33.8% | +37.5% | +61.6% |
| 5Y | +58.0% | -67.2% | +125.2% | +59.7% |
| All | +175.9% | +48.4% | +127.6% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling