-17.5%
Z vs TXT
+13.4%
-30.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -13.1% | -0.8% | -12.2% | -12.7% |
| 30D | +5.9% | +13.4% | -7.6% | +0.2% |
| 3M | -13.7% | -2.5% | -11.1% | -13.0% |
| 6M | -27.1% | -6.2% | -20.9% | -25.9% |
| YTD | -56.8% | -1.3% | -55.5% | -58.0% |
| 1Y | -60.2% | +4.3% | -64.5% | -62.7% |
| All | -17.5% | +13.4% | -30.9% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling