+76.5%
TNA vs ZBH
-16.2%
+92.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | -0.3% |
| 7D | -7.3% | -4.7% | -2.6% | -1.9% |
| 30D | -14.2% | -4.5% | -9.7% | -9.7% |
| 3M | -4.6% | +7.6% | -12.1% | -15.7% |
| 6M | +36.9% | +0.3% | +36.6% | +28.9% |
| YTD | +42.5% | +4.5% | +38.0% | +26.0% |
| 1Y | +45.8% | -9.4% | +55.2% | +47.9% |
| 3Y | +104.7% | -21.5% | +126.1% | +141.9% |
| 5Y | -21.7% | -28.4% | +6.7% | +11.7% |
| All | +76.5% | -16.2% | +92.7% | +141.3% |
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