+14.0%
ZM vs TXT
-1.4%
+15.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -10.0% | -10.2% | +0.2% | -10.7% |
| 3M | +1.6% | -13.3% | +14.9% | +0.7% |
| 6M | +25.0% | -14.4% | +39.3% | +23.6% |
| YTD | +10.6% | -9.1% | +19.7% | +6.5% |
| 1Y | +14.0% | -2.2% | +16.1% | +4.7% |
| All | +14.0% | -1.4% | +15.4% | +4.7% |
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