+226.6%
ZS vs TXG
+21.5%
+205.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.7% | -9.3% | -6.1% |
| 7D | -9.2% | +9.4% | -18.6% | -11.9% |
| 30D | -4.0% | +26.1% | -30.1% | -11.3% |
| 3M | +25.3% | +124.8% | -99.5% | -5.5% |
| 6M | -1.3% | +215.2% | -216.5% | -35.4% |
| YTD | -28.0% | +302.2% | -330.2% | -57.3% |
| 1Y | -42.5% | +370.9% | -413.4% | -68.6% |
| 3Y | +0.7% | +38.5% | -37.8% | -23.4% |
| 5Y | -42.3% | -64.4% | +22.1% | -35.0% |
| All | +226.6% | +21.5% | +205.1% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling