-68.3%
ZM vs TXG
-64.0%
-4.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | -2.7% | +5.0% | -7.7% | -4.0% |
| 30D | -10.0% | +13.5% | -23.5% | -13.0% |
| 3M | +1.6% | +128.0% | -126.4% | -19.1% |
| 6M | +25.0% | +224.4% | -199.5% | -11.2% |
| YTD | +10.6% | +307.0% | -296.4% | -27.7% |
| 1Y | +14.0% | +427.2% | -413.3% | -33.1% |
| 3Y | +32.5% | +40.2% | -7.7% | +10.1% |
| 5Y | -68.3% | -64.0% | -4.3% | -61.7% |
| All | -68.3% | -64.0% | -4.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling