-44.3%
ZS vs TXT
+8.5%
-52.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -2.6% | +0.1% | -2.8% | -2.7% |
| 30D | -12.8% | +13.3% | -26.2% | -19.1% |
| 3M | +2.3% | -5.0% | +7.2% | +4.1% |
| 6M | +26.3% | -8.4% | +34.7% | +29.8% |
| YTD | -14.4% | -4.0% | -10.5% | -17.3% |
| 1Y | -37.6% | +2.8% | -40.4% | -42.7% |
| 3Y | +8.0% | +10.3% | -2.3% | -11.9% |
| All | -44.3% | +8.5% | -52.9% | -57.7% |
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