-48.5%
TE vs ZBH
-31.5%
-16.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.9% | +13.9% | +10.7% |
| 7D | +18.2% | -5.2% | +23.4% | +19.3% |
| 30D | -13.5% | -2.4% | -11.1% | -13.3% |
| 3M | -44.6% | +8.3% | -52.8% | -46.3% |
| 6M | -24.7% | +0.7% | -25.4% | -25.9% |
| YTD | -24.3% | +5.3% | -29.6% | -26.6% |
| 1Y | +155.6% | -9.1% | +164.6% | +156.2% |
| 3Y | -18.3% | -19.7% | +1.4% | -15.7% |
| 5Y | -41.3% | -31.3% | -10.0% | -39.8% |
| All | -48.5% | -31.5% | -16.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling