+35.3%
ZBRA vs TXT
+5.5%
+29.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | -8.8% | -10.4% | +1.6% | -2.3% |
| 3M | +47.2% | -14.3% | +61.6% | +61.2% |
| 6M | +61.3% | -15.1% | +76.4% | +76.9% |
| YTD | +42.0% | -8.3% | +50.3% | +47.1% |
| 1Y | +10.5% | -0.7% | +11.2% | +8.1% |
| All | +35.3% | +5.5% | +29.8% | +21.8% |
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 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