+7.9%
ZBH vs TXG
+406.9%
-399.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.4% | +10.1% | +13.3% |
| 7D | +14.3% | -19.3% | +33.5% | +15.6% |
| 30D | +20.3% | -30.9% | +51.2% | +23.0% |
| 3M | +15.3% | +41.1% | -25.8% | +11.6% |
| 6M | +33.9% | +211.9% | -177.9% | +18.1% |
| YTD | +23.5% | +314.0% | -290.5% | +6.1% |
| 1Y | +7.9% | +405.4% | -397.5% | -8.8% |
| All | +7.9% | +406.9% | -399.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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