+49.5%
TXN vs ZYBT
-79.2%
+128.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +3.8% |
| 7D | +4.0% | -3.7% | +7.7% | +4.0% |
| 30D | -2.9% | 0.0% | -2.9% | -2.8% |
| 3M | -9.1% | +72.2% | -81.3% | -8.9% |
| 6M | +36.6% | +103.1% | -66.5% | +37.7% |
| YTD | +57.5% | +34.8% | +22.7% | +58.4% |
| 1Y | +49.5% | -83.2% | +132.7% | +47.2% |
| All | +49.5% | -79.2% | +128.8% | +47.2% |
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