+85.9%
ZTS vs TXT
+90.9%
-5.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +12.4% | +13.3% | -0.8% | +8.1% |
| 3M | +13.6% | -5.1% | +18.7% | +15.0% |
| 6M | +9.3% | -7.1% | +16.4% | +11.0% |
| YTD | -32.6% | -3.2% | -29.4% | -32.5% |
| 1Y | -30.0% | +2.3% | -32.3% | -31.2% |
| 3Y | -48.7% | +11.1% | -59.8% | -51.5% |
| 5Y | -59.3% | +10.0% | -69.3% | -62.0% |
| All | +85.9% | +90.9% | -5.1% | +45.7% |
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