+9.6%
ZM vs TXT
+9.2%
+0.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | -8.4% | +10.6% | -19.0% | -7.0% |
| 30D | -1.9% | +14.4% | -16.3% | -0.1% |
| 3M | -10.1% | -2.7% | -7.3% | -10.2% |
| 6M | -13.9% | -4.7% | -9.2% | -14.1% |
| YTD | +6.4% | -0.5% | +7.0% | +2.4% |
| 1Y | +9.6% | +8.7% | +0.8% | -0.2% |
| All | +9.6% | +9.2% | +0.4% | -0.2% |
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