-49.6%
ZTS vs TXG
+372.5%
-422.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.2% |
| 30D | +1.9% | +32.0% | -30.1% | -1.0% |
| 3M | -4.0% | +87.0% | -91.0% | -11.7% |
| 6M | -39.1% | +180.1% | -219.2% | -47.5% |
| YTD | -38.8% | +284.1% | -322.9% | -48.9% |
| 1Y | -49.6% | +361.7% | -411.2% | -58.9% |
| All | -49.6% | +372.5% | -422.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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