-16.1%
Z vs TXT
+112.2%
-128.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.5% |
| 7D | -4.6% | -2.5% | -2.0% | -3.3% |
| 30D | +8.3% | +14.4% | -6.1% | +1.2% |
| 3M | -11.6% | -4.9% | -6.7% | -9.9% |
| 6M | -33.6% | -10.2% | -23.4% | -31.0% |
| YTD | -56.7% | -4.1% | -52.6% | -57.0% |
| 1Y | -59.1% | +4.0% | -63.1% | -61.1% |
| 3Y | -20.4% | +8.0% | -28.3% | -26.4% |
| 5Y | -55.3% | +8.4% | -63.7% | -59.1% |
| All | -16.1% | +112.2% | -128.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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