-26.7%
ZTS vs TXT
+9.2%
-35.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.7% | +7.8% |
| 7D | +15.4% | +10.6% | +4.8% | +12.3% |
| 30D | +25.8% | +14.4% | +11.4% | +21.2% |
| 3M | +18.1% | -2.7% | +20.8% | +18.8% |
| 6M | -19.7% | -4.7% | -15.1% | -19.0% |
| YTD | -27.5% | -0.5% | -27.0% | -28.6% |
| 1Y | -26.7% | +8.7% | -35.5% | -33.2% |
| All | -26.7% | +9.2% | -35.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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