+419.8%
TXN vs ZTS
+58.7%
+361.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.7% | +3.8% |
| 7D | +4.0% | -3.7% | +7.7% | +5.7% |
| 30D | -2.9% | -0.8% | -2.1% | -3.0% |
| 3M | -9.1% | -9.7% | +0.6% | -6.0% |
| 6M | +36.6% | -38.4% | +75.0% | +65.7% |
| YTD | +57.5% | -41.1% | +98.6% | +94.8% |
| 1Y | +49.5% | -50.6% | +100.1% | +101.1% |
| 3Y | +76.5% | -59.1% | +135.7% | +155.3% |
| 5Y | +62.4% | -62.7% | +125.1% | +141.8% |
| All | +419.8% | +58.7% | +361.1% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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