-21.5%
ZBH vs TXG
+43.8%
-65.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | -4.7% | +9.5% | -14.2% | -5.4% |
| 30D | -4.5% | +18.8% | -23.3% | -5.9% |
| 3M | +7.6% | +136.1% | -128.5% | -0.6% |
| 6M | +0.3% | +235.2% | -235.0% | -10.5% |
| YTD | +4.5% | +320.5% | -316.0% | -8.7% |
| 1Y | -9.4% | +425.2% | -434.6% | -22.7% |
| 3Y | -21.5% | +42.9% | -64.4% | -27.7% |
| All | -21.5% | +43.8% | -65.2% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling