-34.9%
TLT vs ZBH
-31.0%
-3.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | 0.0% | -3.2% | +3.2% | +0.2% |
| 3M | -2.9% | +5.8% | -8.7% | -3.3% |
| 6M | -6.3% | +2.0% | -8.2% | -6.5% |
| YTD | -3.3% | +5.8% | -9.1% | -3.9% |
| 1Y | -4.2% | -7.9% | +3.7% | -4.0% |
| 3Y | -1.7% | -19.4% | +17.7% | -0.9% |
| 5Y | -34.9% | -29.5% | -5.4% | -35.8% |
| All | -34.9% | -31.0% | -3.9% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling