+46.6%
ZM vs TXT
+61.2%
-14.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | -1.0% | -1.1% | 0.0% | -0.9% |
| 30D | -7.0% | +17.1% | -24.1% | -8.3% |
| 3M | -15.2% | -2.6% | -12.6% | -15.1% |
| 6M | -16.8% | -4.6% | -12.2% | -16.6% |
| YTD | +5.4% | -0.3% | +5.7% | +4.8% |
| 1Y | +9.3% | +5.9% | +3.4% | +8.0% |
| 3Y | +46.5% | +14.4% | +32.1% | +43.4% |
| 5Y | -63.8% | +15.9% | -79.7% | -65.4% |
| All | +46.6% | +61.2% | -14.6% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling