+54.0%
ZM vs TXT
+47.0%
+7.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -10.0% | -10.2% | +0.2% | -9.2% |
| 3M | +1.6% | -13.3% | +14.9% | +2.8% |
| 6M | +25.0% | -14.4% | +39.3% | +26.4% |
| YTD | +10.6% | -9.1% | +19.7% | +11.0% |
| 1Y | +14.0% | -2.2% | +16.1% | +13.4% |
| 3Y | +32.5% | +5.1% | +27.4% | +30.8% |
| 5Y | -68.3% | +12.8% | -81.2% | -69.2% |
| All | +54.0% | +47.0% | +7.0% | +106.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling