-42.3%
ZS vs TXT
+12.6%
-54.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -4.0% | -11.1% | +7.1% | +2.2% |
| 3M | +25.3% | -13.0% | +38.3% | +34.0% |
| 6M | -1.3% | -16.2% | +14.9% | +6.5% |
| YTD | -28.0% | -8.7% | -19.3% | -27.8% |
| 1Y | -42.5% | -3.8% | -38.7% | -44.7% |
| 3Y | +0.7% | +5.5% | -4.8% | -14.8% |
| 5Y | -42.3% | +12.3% | -54.6% | -55.4% |
| All | -42.3% | +12.6% | -54.9% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling