+9.6%
ZM vs TXG
+406.9%
-397.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | 0.0% |
| 7D | -8.4% | -19.3% | +10.9% | -8.4% |
| 30D | -1.9% | -30.9% | +29.0% | -2.2% |
| 3M | -10.1% | +41.1% | -51.1% | -9.1% |
| 6M | -13.9% | +211.9% | -225.7% | -9.2% |
| YTD | +6.4% | +314.0% | -307.5% | +13.4% |
| 1Y | +9.6% | +405.4% | -395.8% | +18.6% |
| All | +9.6% | +406.9% | -397.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling