+63.4%
ZM vs TXT
+46.8%
+16.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.3% |
| 7D | +2.9% | -4.8% | +7.7% | +3.4% |
| 30D | +0.7% | -10.6% | +11.3% | +1.7% |
| 3M | -3.7% | -13.2% | +9.5% | -2.6% |
| 6M | +29.9% | -20.3% | +50.2% | +32.2% |
| YTD | +17.4% | -9.3% | +26.7% | +17.8% |
| 1Y | +22.4% | -2.7% | +25.1% | +21.9% |
| 3Y | +41.3% | +1.4% | +39.9% | +39.7% |
| 5Y | -66.0% | +9.6% | -75.6% | -67.1% |
| All | +63.4% | +46.8% | +16.7% | +119.0% |
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