+255.7%
TFC vs ZBH
+309.2%
-53.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +2.3% | -2.3% | +4.5% | +3.3% |
| 30D | +10.8% | +12.5% | -1.7% | +4.2% |
| 3M | -3.8% | +3.9% | -7.7% | -6.2% |
| 6M | +9.6% | +25.4% | -15.9% | -3.1% |
| YTD | +5.8% | +15.7% | -9.9% | -3.7% |
| 1Y | +16.2% | +15.2% | +1.0% | +5.9% |
| 3Y | +96.0% | +0.3% | +95.6% | +85.0% |
| 5Y | +1.7% | -16.1% | +17.8% | +3.2% |
| 10Y | +79.9% | +17.8% | +62.0% | +51.3% |
| All | +255.7% | +309.2% | -53.6% | +87.4% |
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 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