+58.8%
ZTS vs TXT
+100.3%
-41.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | -2.0% | -10.4% | +8.4% | +1.2% |
| 3M | -10.2% | -14.3% | +4.2% | -6.3% |
| 6M | -39.4% | -15.1% | -24.3% | -36.7% |
| YTD | -40.8% | -8.3% | -32.5% | -39.7% |
| 1Y | -50.1% | -0.7% | -49.4% | -50.4% |
| 3Y | -58.9% | +6.0% | -64.9% | -60.5% |
| 5Y | -62.4% | +12.5% | -74.9% | -65.0% |
| 10Y | +58.8% | +103.2% | -44.4% | +21.1% |
| All | +58.8% | +100.3% | -41.5% | +21.1% |
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