-12.6%
TLT vs ZBH
+17.7%
-30.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.5% |
| 7D | -3.1% | -2.3% | -0.8% | -3.2% |
| 30D | +1.0% | +12.5% | -11.4% | +1.4% |
| 3M | -2.7% | +3.9% | -6.7% | -2.6% |
| 6M | -4.1% | +25.4% | -29.6% | -3.4% |
| YTD | -5.4% | +15.7% | -21.1% | -4.8% |
| 1Y | -7.0% | +15.2% | -22.2% | -6.5% |
| 3Y | +2.8% | +0.3% | +2.5% | +3.2% |
| 5Y | -35.4% | -16.1% | -19.3% | -35.8% |
| All | -12.6% | +17.7% | -30.3% | -13.4% |
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