+419.8%
TXN vs ZBH
-16.2%
+436.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.4% |
| 7D | +4.0% | -4.7% | +8.6% | +5.7% |
| 30D | -2.9% | -4.5% | +1.6% | -1.4% |
| 3M | -9.1% | +7.6% | -16.7% | -12.5% |
| 6M | +36.6% | +0.3% | +36.4% | +34.3% |
| YTD | +57.5% | +4.5% | +53.0% | +52.1% |
| 1Y | +49.5% | -9.4% | +58.9% | +51.1% |
| 3Y | +76.5% | -21.5% | +98.0% | +86.2% |
| 5Y | +62.4% | -28.4% | +90.8% | +74.5% |
| All | +419.8% | -16.2% | +436.0% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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