+403.3%
ZS vs TXT
+36.5%
+366.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.4% |
| 7D | -3.8% | +0.8% | -4.7% | -4.1% |
| 30D | -6.0% | -10.4% | +4.4% | -3.1% |
| 3M | +32.0% | -14.3% | +46.3% | +37.4% |
| 6M | +2.1% | -15.1% | +17.2% | +5.9% |
| YTD | -26.2% | -8.3% | -17.8% | -25.7% |
| 1Y | -41.2% | -0.7% | -40.5% | -42.3% |
| 3Y | +3.3% | +6.0% | -2.7% | -1.7% |
| 5Y | -40.7% | +12.5% | -53.2% | -44.5% |
| All | +403.3% | +36.5% | +366.9% | +409.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling