-35.3%
ZTS vs TXG
+21.5%
-56.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.6% |
| 7D | -4.8% | +9.4% | -14.1% | -6.0% |
| 30D | +1.2% | +26.1% | -24.8% | -2.3% |
| 3M | -6.0% | +124.8% | -130.8% | -17.6% |
| 6M | -38.7% | +215.2% | -254.0% | -49.3% |
| YTD | -40.6% | +302.2% | -342.8% | -52.9% |
| 1Y | -50.6% | +370.9% | -421.5% | -62.2% |
| 3Y | -58.7% | +38.5% | -97.3% | -63.8% |
| 5Y | -62.8% | -64.4% | +1.5% | -62.0% |
| All | -35.3% | +21.5% | -56.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling