+5.8%
TXT vs ZYBT
-58.4%
+64.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | +0.8% | -3.7% | +4.5% | +0.8% |
| 30D | -10.4% | -12.8% | +2.3% | -10.4% |
| 3M | -14.3% | +76.2% | -90.6% | -13.9% |
| 6M | -15.1% | +109.3% | -124.4% | -15.2% |
| YTD | -8.3% | +36.5% | -44.8% | -7.8% |
| 1Y | -0.7% | -84.0% | +83.3% | +3.3% |
| All | +5.8% | -58.4% | +64.2% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling