-23.0%
TNA vs ZBH
-28.6%
+5.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | 0.0% |
| 7D | -7.3% | -4.7% | -2.6% | -3.0% |
| 30D | -14.2% | -4.5% | -9.7% | -10.5% |
| 3M | -4.6% | +7.6% | -12.1% | -13.6% |
| 6M | +36.9% | +0.3% | +36.6% | +31.4% |
| YTD | +42.5% | +4.5% | +38.0% | +29.7% |
| 1Y | +45.8% | -9.4% | +55.2% | +50.0% |
| 3Y | +104.7% | -21.5% | +126.1% | +147.8% |
| All | -23.0% | -28.6% | +5.6% | +0.7% |
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