-56.3%
Z vs TXT
+7.8%
-64.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.3% |
| 7D | -4.6% | -2.5% | -2.0% | -3.1% |
| 30D | +8.3% | +14.4% | -6.1% | -0.1% |
| 3M | -11.6% | -4.9% | -6.7% | -9.5% |
| 6M | -33.6% | -10.2% | -23.4% | -30.4% |
| YTD | -56.7% | -4.1% | -52.6% | -57.4% |
| 1Y | -59.1% | +4.0% | -63.1% | -62.0% |
| 3Y | -20.4% | +8.0% | -28.3% | -30.0% |
| All | -56.3% | +7.8% | -64.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling