+33.8%
ZM vs TXT
+5.7%
+28.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -7.7% | -11.1% | +3.3% | -5.2% |
| 3M | -4.7% | -13.0% | +8.3% | -1.8% |
| 6M | +24.4% | -16.2% | +40.6% | +29.1% |
| YTD | +11.8% | -8.7% | +20.5% | +11.5% |
| 1Y | +13.4% | -3.8% | +17.1% | +10.5% |
| 3Y | +33.8% | +5.5% | +28.3% | +22.7% |
| All | +33.8% | +5.7% | +28.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling