-30.4%
Z vs TXT
-6.9%
-23.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.0% | -10.4% |
| 7D | -2.3% | -2.5% | +0.3% | -1.9% |
| 30D | +9.4% | +12.8% | -3.5% | +7.6% |
| 3M | -16.1% | -3.6% | -12.5% | -17.4% |
| 6M | -30.4% | -6.9% | -23.5% | -32.3% |
| All | -30.4% | -6.9% | -23.5% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling