-40.8%
ZBRA vs TXT
+10.7%
-51.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.4% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -10.2% | -10.2% | 0.0% | -3.5% |
| 3M | +58.7% | -13.3% | +71.9% | +73.3% |
| 6M | +61.9% | -14.4% | +76.3% | +77.8% |
| YTD | +41.7% | -9.1% | +50.8% | +48.4% |
| 1Y | +12.4% | -2.2% | +14.5% | +11.5% |
| 3Y | +34.2% | +5.1% | +29.1% | +21.8% |
| 5Y | -40.8% | +12.8% | -53.6% | -50.1% |
| All | -40.8% | +10.7% | -51.5% | -50.1% |
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