+77.0%
ZTS vs TXT
+103.6%
-26.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -0.6% | -1.1% | +0.4% | -0.3% |
| 30D | +11.0% | +17.1% | -6.1% | +5.7% |
| 3M | +10.9% | -2.6% | +13.6% | +11.5% |
| 6M | +0.9% | -4.6% | +5.5% | +1.6% |
| YTD | -33.0% | -0.3% | -32.7% | -33.5% |
| 1Y | -29.6% | +5.9% | -35.5% | -31.4% |
| 3Y | -49.0% | +14.4% | -63.4% | -52.2% |
| 5Y | -59.5% | +15.9% | -75.4% | -62.7% |
| 10Y | +77.0% | +99.6% | -22.6% | +40.6% |
| All | +77.0% | +103.6% | -26.6% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling