+537.0%
TDG vs ZBH
-16.2%
+553.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.9% | -4.7% | +2.8% | +0.6% |
| 30D | -7.7% | -4.5% | -3.2% | -5.5% |
| 3M | -9.3% | +7.6% | -16.9% | -13.5% |
| 6M | -9.4% | +0.3% | -9.7% | -10.7% |
| YTD | -14.3% | +4.5% | -18.8% | -17.8% |
| 1Y | -11.8% | -9.4% | -2.4% | -9.6% |
| 3Y | +52.0% | -21.5% | +73.5% | +63.5% |
| 5Y | +128.8% | -28.4% | +157.2% | +154.1% |
| All | +537.0% | -16.2% | +553.2% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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