+395.4%
ZS vs TXT
+35.3%
+360.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -8.1% | -0.2% | -7.8% | -8.0% |
| 30D | -8.4% | -10.2% | +1.8% | -5.7% |
| 3M | +31.1% | -13.3% | +44.3% | +36.0% |
| 6M | +4.4% | -14.4% | +18.7% | +7.9% |
| YTD | -27.3% | -9.1% | -18.2% | -26.6% |
| 1Y | -41.4% | -2.2% | -39.2% | -42.3% |
| 3Y | +1.7% | +5.1% | -3.4% | -3.0% |
| 5Y | -39.6% | +12.8% | -52.4% | -43.4% |
| All | +395.4% | +35.3% | +360.1% | +402.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling