+17.2%
ZM vs TXG
+27.0%
-9.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.7% |
| 7D | -5.7% | +9.5% | -15.2% | -7.8% |
| 30D | -9.1% | +18.8% | -27.9% | -13.1% |
| 3M | +3.5% | +136.1% | -132.6% | -17.9% |
| 6M | +25.7% | +235.2% | -209.6% | -10.7% |
| YTD | +10.8% | +320.5% | -309.8% | -27.2% |
| 1Y | +12.8% | +425.2% | -412.4% | -32.2% |
| 3Y | +33.1% | +42.9% | -9.8% | +7.3% |
| 5Y | -68.3% | -62.8% | -5.5% | -66.5% |
| All | +17.2% | +27.0% | -9.8% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling