+57.6%
ZM vs TXT
+56.5%
+1.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +10.0% | -1.1% | +11.1% | +10.1% |
| 30D | -0.5% | +13.3% | -13.7% | -1.6% |
| 3M | -7.1% | -5.1% | -1.9% | -6.8% |
| 6M | -5.1% | -7.1% | +2.0% | -4.7% |
| YTD | +13.2% | -3.2% | +16.4% | +12.9% |
| 1Y | +15.3% | +2.3% | +13.0% | +14.3% |
| 3Y | +57.4% | +11.1% | +46.4% | +54.5% |
| 5Y | -61.7% | +10.0% | -71.7% | -63.4% |
| All | +57.6% | +56.5% | +1.1% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling