+305.7%
ZBH vs TXT
+293.8%
+11.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +3.9% | -5.0% | +8.9% | +5.1% |
| 6M | +25.4% | -8.4% | +33.8% | +27.5% |
| YTD | +15.7% | -4.0% | +19.7% | +15.8% |
| 1Y | +15.2% | +2.8% | +12.4% | +13.3% |
| 3Y | +0.3% | +10.3% | -9.9% | -4.3% |
| 5Y | -16.1% | +9.2% | -25.2% | -20.6% |
| 10Y | +17.8% | +89.6% | -71.8% | -7.5% |
| All | +305.7% | +293.8% | +11.8% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling