-39.6%
ZS vs TXG
-64.0%
+24.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -8.1% | +5.0% | -13.1% | -9.5% |
| 30D | -8.4% | +13.5% | -21.9% | -12.4% |
| 3M | +31.1% | +128.0% | -97.0% | -0.9% |
| 6M | +4.4% | +224.4% | -220.1% | -31.8% |
| YTD | -27.3% | +307.0% | -334.3% | -56.7% |
| 1Y | -41.4% | +427.2% | -468.6% | -69.0% |
| 3Y | +1.7% | +40.2% | -38.5% | -19.9% |
| 5Y | -39.6% | -64.0% | +24.4% | -27.7% |
| All | -39.6% | -64.0% | +24.5% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling