+0.7%
ZS vs TXT
+5.7%
-5.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -4.0% | -11.1% | +7.1% | -1.0% |
| 3M | +25.3% | -13.0% | +38.3% | +29.5% |
| 6M | -1.3% | -16.2% | +14.9% | +2.8% |
| YTD | -28.0% | -8.7% | -19.3% | -28.5% |
| 1Y | -42.5% | -3.8% | -38.7% | -44.5% |
| 3Y | +0.7% | +5.5% | -4.8% | -10.6% |
| All | +0.7% | +5.7% | -5.0% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling