+99.7%
TXN vs ZYBT
-42.3%
+142.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.3% |
| 7D | +1.0% | -3.5% | +4.5% | +1.0% |
| 30D | +6.1% | +15.1% | -9.0% | +6.2% |
| 3M | +10.4% | +7.0% | +3.3% | +10.4% |
| 6M | +12.6% | +37.7% | -25.1% | +12.9% |
| YTD | +83.5% | +19.1% | +64.3% | +87.5% |
| 1Y | +99.7% | -38.3% | +138.0% | +105.9% |
| All | +99.7% | -42.3% | +142.0% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling