+22.2%
Z vs TXT
+101.6%
-79.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.3% | +10.7% | +10.0% |
| 7D | +10.2% | +10.6% | -0.5% | +4.6% |
| 30D | +23.7% | +14.4% | +9.3% | +15.6% |
| 3M | -6.6% | -2.7% | -3.8% | -5.8% |
| 6M | -23.0% | -4.7% | -18.3% | -22.3% |
| YTD | -50.3% | -0.5% | -49.8% | -51.5% |
| 1Y | -53.6% | +8.7% | -62.3% | -56.7% |
| 3Y | -10.1% | +12.1% | -22.2% | -18.2% |
| 5Y | -49.8% | +14.6% | -64.3% | -55.1% |
| 10Y | -1.6% | +124.7% | -126.3% | -41.8% |
| All | +22.2% | +101.6% | -79.4% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling