+419.8%
TXN vs ZBRA
+435.2%
-15.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.1% |
| 7D | +4.0% | -3.4% | +7.4% | +5.4% |
| 30D | -2.9% | -7.4% | +4.5% | +0.2% |
| 3M | -9.1% | +57.5% | -66.6% | -26.2% |
| 6M | +36.6% | +64.0% | -27.3% | +8.1% |
| YTD | +57.5% | +44.3% | +13.2% | +30.0% |
| 1Y | +49.5% | +10.9% | +38.7% | +37.5% |
| 3Y | +76.5% | +37.5% | +39.0% | +42.1% |
| 5Y | +62.4% | -39.7% | +102.0% | +79.6% |
| All | +419.8% | +435.2% | -15.5% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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