+27.7%
ZBRA vs TXT
+9.2%
+18.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | -13.6% | +10.6% | -24.2% | -16.9% |
| 30D | -11.5% | +14.4% | -25.9% | -16.3% |
| 3M | -9.9% | -2.7% | -7.1% | -7.7% |
| 6M | +48.6% | -4.7% | +53.3% | +51.3% |
| YTD | +36.9% | -0.5% | +37.4% | +32.7% |
| 1Y | +27.7% | +8.7% | +19.0% | +6.8% |
| All | +27.7% | +9.2% | +18.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling