-36.7%
ZS vs TXT
-1.0%
-35.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.6% |
| 7D | -7.8% | -4.8% | -3.1% | -8.7% |
| 30D | +5.0% | -10.6% | +15.7% | +3.0% |
| 3M | +25.5% | -13.2% | +38.7% | +22.4% |
| 6M | +8.7% | -20.3% | +29.0% | +6.4% |
| YTD | -24.5% | -9.3% | -15.3% | -27.2% |
| 1Y | -36.7% | -2.7% | -34.0% | -40.6% |
| All | -36.7% | -1.0% | -35.7% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling