-36.7%
ZS vs TXG
+372.5%
-409.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -7.8% | +1.8% | -9.6% | -8.0% |
| 30D | +5.0% | +32.0% | -27.0% | +1.3% |
| 3M | +25.5% | +87.0% | -61.5% | +16.0% |
| 6M | +8.7% | +180.1% | -171.4% | -4.9% |
| YTD | -24.5% | +284.1% | -308.6% | -38.3% |
| 1Y | -36.7% | +361.7% | -398.4% | -50.7% |
| All | -36.7% | +372.5% | -409.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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