-49.1%
ZTS vs TXT
+7.8%
-56.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | +11.7% | +14.4% | -2.7% | +6.9% |
| 3M | +3.5% | -4.9% | +8.4% | +4.8% |
| 6M | -27.6% | -10.2% | -17.4% | -25.4% |
| YTD | -35.5% | -4.1% | -31.4% | -35.2% |
| 1Y | -32.1% | +4.0% | -36.1% | -33.8% |
| 3Y | -49.1% | +8.0% | -57.0% | -52.8% |
| All | -49.1% | +7.8% | -56.9% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling