-35.8%
ZTS vs TXG
+27.0%
-62.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | -0.3% |
| 7D | -3.7% | +9.5% | -13.2% | -5.0% |
| 30D | -0.8% | +18.8% | -19.5% | -3.4% |
| 3M | -9.7% | +136.1% | -145.8% | -21.5% |
| 6M | -38.4% | +235.2% | -273.6% | -49.5% |
| YTD | -41.1% | +320.5% | -361.6% | -53.6% |
| 1Y | -50.6% | +425.2% | -475.8% | -62.8% |
| 3Y | -59.1% | +42.9% | -102.0% | -64.3% |
| 5Y | -62.7% | -62.8% | +0.1% | -62.1% |
| All | -35.8% | +27.0% | -62.9% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling