-58.5%
Z vs TXT
+7.4%
-65.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.0% | -10.5% |
| 7D | -2.3% | -2.5% | +0.3% | -2.0% |
| 30D | +9.4% | +12.8% | -3.5% | +8.1% |
| 3M | -16.1% | -3.6% | -12.5% | -16.6% |
| 6M | -30.4% | -6.9% | -23.5% | -31.0% |
| YTD | -55.6% | -2.2% | -53.4% | -57.8% |
| 1Y | -58.5% | +6.3% | -64.8% | -65.7% |
| All | -58.5% | +7.4% | -65.9% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling