-58.7%
ZTS vs TXG
-65.2%
+6.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.2% |
| 7D | +5.6% | -1.8% | +7.4% | +5.8% |
| 30D | +12.1% | -20.4% | +32.5% | +14.5% |
| 3M | +11.3% | +0.1% | +11.2% | +9.4% |
| 6M | +14.3% | +176.2% | -161.9% | -4.2% |
| YTD | -31.9% | +256.8% | -288.7% | -45.4% |
| 1Y | -29.3% | +255.9% | -285.2% | -43.5% |
| 3Y | -48.0% | +60.2% | -108.3% | -55.6% |
| All | -58.7% | -65.2% | +6.4% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling