+231.8%
ZS vs TXG
+27.0%
+204.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.4% |
| 7D | -3.1% | +9.5% | -12.6% | -5.9% |
| 30D | -7.2% | +18.8% | -26.0% | -12.5% |
| 3M | +30.5% | +136.1% | -105.6% | -3.0% |
| 6M | +7.0% | +235.2% | -228.3% | -31.4% |
| YTD | -26.8% | +320.5% | -347.4% | -57.2% |
| 1Y | -42.6% | +425.2% | -467.8% | -69.8% |
| 3Y | -0.3% | +42.9% | -43.2% | -24.8% |
| 5Y | -39.2% | -62.8% | +23.6% | -32.4% |
| All | +231.8% | +27.0% | +204.8% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling