-27.6%
ZBH vs TXG
+24.6%
-52.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -4.9% | +9.1% | -14.1% | -5.9% |
| 30D | -3.2% | +14.9% | -18.1% | -4.9% |
| 3M | +5.8% | +120.0% | -114.1% | -4.1% |
| 6M | +2.0% | +221.8% | -219.8% | -12.1% |
| YTD | +5.8% | +312.6% | -306.8% | -11.7% |
| 1Y | -7.9% | +398.4% | -406.4% | -25.5% |
| 3Y | -19.4% | +42.1% | -61.4% | -27.0% |
| 5Y | -29.5% | -63.5% | +34.0% | -29.2% |
| All | -27.6% | +24.6% | -52.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling