+414.5%
ZS vs TXT
+35.1%
+379.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | -4.8% | -3.1% | -6.6% |
| 30D | +5.0% | -10.6% | +15.7% | +8.4% |
| 3M | +25.5% | -13.2% | +38.7% | +30.2% |
| 6M | +8.7% | -20.3% | +29.0% | +14.8% |
| YTD | -24.5% | -9.3% | -15.3% | -23.8% |
| 1Y | -36.7% | -2.7% | -34.0% | -37.6% |
| 3Y | +7.2% | +1.4% | +5.8% | +3.3% |
| 5Y | -40.9% | +9.6% | -50.5% | -44.4% |
| All | +414.5% | +35.1% | +379.5% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling