+56.4%
TXN vs ZTS
-62.7%
+119.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | +2.0% | -4.5% | +6.5% | +3.3% |
| 30D | -8.0% | -3.3% | -4.7% | -7.3% |
| 3M | -7.8% | -9.7% | +2.0% | -5.4% |
| 6M | +32.4% | -38.8% | +71.3% | +53.9% |
| YTD | +51.7% | -41.2% | +92.9% | +78.7% |
| 1Y | +44.3% | -50.3% | +94.6% | +81.3% |
| 3Y | +71.3% | -59.1% | +130.4% | +128.8% |
| 5Y | +56.4% | -62.8% | +119.2% | +109.1% |
| All | +56.4% | -62.7% | +119.1% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling