+18.3%
ZM vs TXG
+21.5%
-3.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.7% | -9.5% | -6.0% |
| 7D | +1.6% | +9.4% | -7.7% | -0.7% |
| 30D | -7.7% | +26.1% | -33.8% | -13.1% |
| 3M | -4.7% | +124.8% | -129.5% | -23.5% |
| 6M | +24.4% | +215.2% | -190.8% | -10.2% |
| YTD | +11.8% | +302.2% | -290.4% | -25.7% |
| 1Y | +13.4% | +370.9% | -357.6% | -29.9% |
| 3Y | +33.8% | +38.5% | -4.7% | +8.5% |
| 5Y | -67.2% | -64.4% | -2.8% | -65.0% |
| All | +18.3% | +21.5% | -3.2% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling