+174.6%
ZTS vs TXT
+178.1%
-3.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -0.6% |
| 30D | +1.9% | -10.6% | +12.5% | +5.2% |
| 3M | -4.0% | -13.2% | +9.2% | -0.4% |
| 6M | -39.1% | -20.3% | -18.8% | -35.2% |
| YTD | -38.8% | -9.3% | -29.6% | -37.4% |
| 1Y | -49.6% | -2.7% | -46.9% | -49.5% |
| 3Y | -59.0% | +1.4% | -60.4% | -60.0% |
| 5Y | -61.8% | +9.6% | -71.3% | -64.0% |
| 10Y | +61.4% | +94.9% | -33.5% | +18.7% |
| All | +174.6% | +178.1% | -3.5% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling