+22.4%
ZM vs TXT
-1.0%
+23.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.2% |
| 7D | +2.9% | -4.8% | +7.7% | +2.5% |
| 30D | +0.7% | -10.6% | +11.3% | -0.1% |
| 3M | -3.7% | -13.2% | +9.5% | -4.5% |
| 6M | +29.9% | -20.3% | +50.2% | +28.6% |
| YTD | +17.4% | -9.3% | +26.7% | +13.2% |
| 1Y | +22.4% | -2.7% | +25.1% | +14.9% |
| All | +22.4% | -1.0% | +23.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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