+0.3%
ZBH vs TXT
+10.4%
-10.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +12.5% | +13.3% | -0.9% | +8.8% |
| 3M | +3.9% | -5.0% | +8.9% | +5.0% |
| 6M | +25.4% | -8.4% | +33.8% | +27.3% |
| YTD | +15.7% | -4.0% | +19.7% | +15.4% |
| 1Y | +15.2% | +2.8% | +12.4% | +12.6% |
| 3Y | +0.3% | +10.3% | -9.9% | -4.7% |
| All | +0.3% | +10.4% | -10.1% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling