-30.3%
ZTS vs TXG
+336.9%
-367.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -14.0% | +6.1% | -7.0% |
| 7D | +4.9% | -28.8% | +33.7% | +6.9% |
| 30D | +15.9% | -28.0% | +43.9% | +17.9% |
| 3M | +11.1% | +22.3% | -11.2% | +7.2% |
| 6M | -26.0% | +163.8% | -189.8% | -36.9% |
| YTD | -33.3% | +256.0% | -289.2% | -44.7% |
| 1Y | -30.3% | +330.4% | -360.7% | -43.3% |
| All | -30.3% | +336.9% | -367.2% | -43.3% |
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