+131.2%
TLT vs ZBH
+218.1%
-86.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.7% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | -2.7% | +13.4% | -16.2% | -1.6% |
| 6M | -5.6% | +3.0% | -8.6% | -5.2% |
| YTD | -2.8% | +9.7% | -12.4% | -1.8% |
| 1Y | -1.4% | -5.4% | +4.0% | -1.6% |
| 3Y | -1.6% | -15.6% | +14.0% | -2.4% |
| 5Y | -33.8% | -28.1% | -5.7% | -35.2% |
| 10Y | -21.1% | -15.2% | -5.9% | -19.2% |
| All | +131.2% | +218.1% | -86.9% | +179.8% |
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 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