-48.6%
ZTS vs TXG
+67.8%
-116.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +1.0% |
| 7D | +1.0% | +1.8% | -0.8% | +0.8% |
| 30D | +12.4% | -17.7% | +30.1% | +13.9% |
| 3M | +13.6% | +2.3% | +11.2% | +11.6% |
| 6M | +9.3% | +182.5% | -173.2% | -6.7% |
| YTD | -32.6% | +262.4% | -294.9% | -44.5% |
| 1Y | -30.0% | +254.1% | -284.1% | -42.4% |
| All | -48.6% | +67.8% | -116.4% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling