-62.8%
ZTS vs TXT
+12.6%
-75.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | +1.2% | -11.1% | +12.3% | +5.5% |
| 3M | -6.0% | -13.0% | +7.0% | -1.8% |
| 6M | -38.7% | -16.2% | -22.5% | -35.1% |
| YTD | -40.6% | -8.7% | -31.9% | -39.2% |
| 1Y | -50.6% | -3.8% | -46.8% | -50.5% |
| 3Y | -58.7% | +5.5% | -64.3% | -61.2% |
| 5Y | -62.8% | +12.3% | -75.1% | -67.0% |
| All | -62.8% | +12.6% | -75.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling