+209.2%
TXN vs ZS
+498.3%
-289.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +4.0% | -3.1% | +7.1% | +4.5% |
| 30D | -2.9% | -7.2% | +4.4% | -1.9% |
| 3M | -9.1% | +30.5% | -39.6% | -13.5% |
| 6M | +36.6% | +7.0% | +29.7% | +31.0% |
| YTD | +57.5% | -26.8% | +84.3% | +60.7% |
| 1Y | +49.5% | -42.6% | +92.1% | +59.1% |
| 3Y | +76.5% | -0.3% | +76.9% | +65.2% |
| 5Y | +62.4% | -39.2% | +101.6% | +55.9% |
| All | +209.2% | +498.3% | -289.1% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling