-67.5%
ZM vs TXT
+13.4%
-80.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | -10.3% | -10.4% | +0.2% | -5.8% |
| 3M | -0.7% | -14.3% | +13.7% | +6.0% |
| 6M | +24.8% | -15.1% | +39.9% | +32.5% |
| YTD | +11.5% | -8.3% | +19.8% | +12.1% |
| 1Y | +12.3% | -0.7% | +13.0% | +7.5% |
| 3Y | +33.5% | +6.0% | +27.5% | +16.9% |
| 5Y | -67.5% | +12.5% | -80.0% | -73.6% |
| All | -67.5% | +13.4% | -80.9% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling