-28.5%
ZBH vs TXG
+27.0%
-55.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.8% |
| 7D | -4.7% | +9.5% | -14.2% | -5.6% |
| 30D | -4.5% | +18.8% | -23.3% | -6.5% |
| 3M | +7.6% | +136.1% | -128.5% | -3.3% |
| 6M | +0.3% | +235.2% | -235.0% | -13.9% |
| YTD | +4.5% | +320.5% | -316.0% | -13.0% |
| 1Y | -9.4% | +425.2% | -434.6% | -27.1% |
| 3Y | -21.5% | +42.9% | -64.4% | -28.9% |
| 5Y | -28.4% | -62.8% | +34.4% | -28.2% |
| All | -28.5% | +27.0% | -55.5% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling