-29.5%
ZBH vs TXT
+13.4%
-42.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | -3.2% | -10.4% | +7.2% | +0.4% |
| 3M | +5.8% | -14.3% | +20.2% | +11.0% |
| 6M | +2.0% | -15.1% | +17.1% | +6.9% |
| YTD | +5.8% | -8.3% | +14.1% | +7.5% |
| 1Y | -7.9% | -0.7% | -7.2% | -9.3% |
| 3Y | -19.4% | +6.0% | -25.3% | -24.5% |
| 5Y | -29.5% | +12.5% | -42.0% | -37.3% |
| All | -29.5% | +13.4% | -42.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling